+7,718.8%
CTAS vs WAT
+12,102.7%
-4,383.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | +1.2% | -1.1% | +2.3% | +1.4% |
| 30D | +12.8% | +5.0% | +7.8% | +11.3% |
| 3M | +10.3% | +14.5% | -4.2% | +6.6% |
| 6M | +32.0% | +30.9% | +1.1% | +23.2% |
| YTD | +19.1% | +20.5% | -1.3% | +12.4% |
| 1Y | +21.5% | +23.3% | -1.8% | +13.9% |
| 3Y | +76.0% | +81.5% | -5.4% | +46.3% |
| 5Y | +110.9% | +33.4% | +77.5% | +86.6% |
| 10Y | +849.8% | +231.5% | +618.3% | +578.9% |
| All | +7,718.8% | +12,102.7% | -4,383.9% | +3,913.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling