0.0%
CTAS vs WAT
+30.7%
-30.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +1.0% | -1.8% | +2.8% | +1.2% |
| 30D | -1.1% | -1.7% | +0.6% | -0.9% |
| 3M | +11.5% | +9.1% | +2.4% | +10.2% |
| 6M | +0.2% | +32.4% | -32.3% | -3.8% |
| YTD | +7.2% | +6.6% | +0.6% | +4.7% |
| 1Y | 0.0% | +34.7% | -34.7% | -4.4% |
| All | 0.0% | +30.7% | -30.7% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling