+23.6%
CTAS vs WAB
+46.1%
-22.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.8% | +3.1% | -3.9% | -1.1% |
| 30D | +10.7% | +6.4% | +4.3% | +9.9% |
| 3M | +11.0% | +2.2% | +8.8% | +10.7% |
| 6M | +38.7% | +13.7% | +25.0% | +35.6% |
| YTD | +21.8% | +43.0% | -21.2% | +9.4% |
| 1Y | +23.6% | +47.0% | -23.4% | +10.3% |
| All | +23.6% | +46.1% | -22.5% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling