+111.0%
CTAS vs WAB
+231.1%
-120.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | 0.0% | +1.7% | -1.7% | -0.7% |
| 30D | -1.0% | -2.4% | +1.4% | -0.1% |
| 3M | +15.8% | +9.7% | +6.1% | +10.7% |
| 6M | -1.0% | +16.5% | -17.5% | -8.2% |
| YTD | +7.4% | +33.7% | -26.3% | -6.4% |
| 1Y | -0.1% | +49.7% | -49.8% | -17.4% |
| 3Y | +66.3% | +170.9% | -104.6% | +0.7% |
| 5Y | +111.0% | +228.0% | -117.1% | +13.1% |
| All | +111.0% | +231.1% | -120.1% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling