+683.1%
CTAS vs WAB
+296.8%
+386.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -0.7% | -4.1% | +3.3% | +0.9% |
| 3M | +11.1% | +8.2% | +2.9% | +6.8% |
| 6M | +2.1% | +15.4% | -13.3% | -5.0% |
| YTD | +8.0% | +33.1% | -25.2% | -5.7% |
| 1Y | -0.5% | +48.1% | -48.5% | -17.2% |
| 3Y | +66.2% | +167.7% | -101.5% | +4.8% |
| 5Y | +109.2% | +225.7% | -116.5% | +19.4% |
| All | +683.1% | +296.8% | +386.3% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling