+9,958.8%
CTAS vs WAB
+4,319.4%
+5,639.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.8% | -1.2% |
| 7D | -0.7% | +4.0% | -4.7% | -2.0% |
| 30D | +10.3% | +4.5% | +5.8% | +8.6% |
| 3M | +10.2% | +2.3% | +7.9% | +9.1% |
| 6M | +34.4% | +12.5% | +21.9% | +28.7% |
| YTD | +19.6% | +40.2% | -20.6% | +6.8% |
| 1Y | +21.8% | +45.2% | -23.4% | +7.6% |
| 3Y | +74.1% | +171.8% | -97.7% | +26.3% |
| 5Y | +114.0% | +217.6% | -103.6% | +47.2% |
| 10Y | +813.9% | +285.3% | +528.6% | +466.3% |
| All | +9,958.8% | +4,319.4% | +5,639.4% | +3,097.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling