+7,821.5%
CTAS vs WAT
+12,580.5%
-4,759.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +0.7% | +3.4% | -2.7% | -0.1% |
| 30D | +11.3% | +9.6% | +1.7% | +8.7% |
| 3M | +11.4% | +15.5% | -4.1% | +7.4% |
| 6M | +35.6% | +33.9% | +1.7% | +25.9% |
| YTD | +20.7% | +25.2% | -4.5% | +12.8% |
| 1Y | +22.8% | +26.3% | -3.4% | +14.5% |
| 3Y | +73.4% | +85.8% | -12.4% | +43.3% |
| 5Y | +117.6% | +35.3% | +82.3% | +91.9% |
| 10Y | +818.4% | +231.8% | +586.7% | +555.5% |
| All | +7,821.5% | +12,580.5% | -4,759.1% | +3,928.9% |
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 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