+111.0%
CTAS vs WAT
-4.5%
+115.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -1.0% | -1.0% | 0.0% | -0.8% |
| 3M | +15.8% | +10.9% | +4.9% | +12.8% |
| 6M | -1.0% | +33.2% | -34.2% | -8.3% |
| YTD | +7.4% | +6.1% | +1.3% | +4.8% |
| 1Y | -0.1% | +30.2% | -30.4% | -8.0% |
| 3Y | +66.3% | +52.9% | +13.4% | +38.9% |
| 5Y | +111.0% | -5.1% | +116.1% | +99.9% |
| All | +111.0% | -4.5% | +115.4% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling