0.0%
CTAS vs WCC
+66.8%
-66.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.3% |
| 7D | +1.0% | +6.8% | -5.8% | +1.2% |
| 30D | -1.1% | -3.0% | +2.0% | -1.1% |
| 3M | +11.5% | +0.2% | +11.3% | +12.4% |
| 6M | +0.2% | +33.2% | -33.0% | -1.6% |
| YTD | +7.2% | +45.8% | -38.6% | +4.3% |
| 1Y | 0.0% | +68.4% | -68.4% | -4.1% |
| All | 0.0% | +66.8% | -66.9% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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