+813.9%
CTAS vs WAT
+232.2%
+581.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -1.1% |
| 7D | -0.7% | +6.0% | -6.8% | -2.7% |
| 30D | +10.3% | +9.9% | +0.4% | +6.5% |
| 3M | +10.2% | +17.2% | -7.0% | +4.0% |
| 6M | +34.4% | +34.2% | +0.1% | +20.4% |
| YTD | +19.6% | +25.5% | -5.9% | +8.3% |
| 1Y | +21.8% | +28.3% | -6.5% | +9.2% |
| 3Y | +74.1% | +88.4% | -14.2% | +25.3% |
| 5Y | +114.0% | +36.1% | +77.9% | +73.9% |
| 10Y | +813.9% | +234.8% | +579.1% | +408.5% |
| All | +813.9% | +232.2% | +581.7% | +408.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling