Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CTAS vs WAT✓SelectedUSD · WATCTAS vs WAT performance historyLatest closeAs of+0.01%09/08
Stock and ETF performance explorer

CTAS vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+111.0%
WAT return
-4.5%
Excess return
+115.4%
Maximum drawdown
-27.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D0.0%-1.6%+1.6%+0.4%
7D0.0%-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