+8,936.1%
CTAS vs WAB
+4,092.2%
+4,843.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.8% | -3.2% | +1.4% | -0.9% |
| 30D | -0.2% | -4.4% | +4.2% | +1.1% |
| 3M | +11.7% | +7.9% | +3.8% | +8.7% |
| 6M | +0.7% | +8.7% | -8.0% | -2.6% |
| YTD | +7.4% | +33.0% | -25.6% | -2.3% |
| 1Y | -2.1% | +46.7% | -48.8% | -13.6% |
| 3Y | +62.9% | +153.0% | -90.1% | +20.9% |
| 5Y | +111.9% | +222.3% | -110.4% | +45.5% |
| 10Y | +652.2% | +291.0% | +361.2% | +366.0% |
| All | +8,936.1% | +4,092.2% | +4,843.8% | +2,825.2% |
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