+74.1%
CTAS vs WAB
+174.1%
-99.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.8% | -1.0% |
| 7D | -0.7% | +4.0% | -4.7% | -1.9% |
| 30D | +10.3% | +4.5% | +5.8% | +8.7% |
| 3M | +10.2% | +2.3% | +7.9% | +9.2% |
| 6M | +34.4% | +12.5% | +21.9% | +28.6% |
| YTD | +19.6% | +40.2% | -20.6% | +5.2% |
| 1Y | +21.8% | +45.2% | -23.4% | +5.7% |
| 3Y | +74.1% | +171.8% | -97.7% | +13.5% |
| All | +74.1% | +174.1% | -99.9% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling