+66.3%
CTAS vs WCC
+137.6%
-71.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.2% |
| 7D | 0.0% | +8.5% | -8.5% | -0.8% |
| 30D | -1.0% | -1.0% | 0.0% | -1.0% |
| 3M | +15.8% | +2.1% | +13.6% | +15.3% |
| 6M | -1.0% | +36.8% | -37.8% | -5.6% |
| YTD | +7.4% | +47.7% | -40.3% | +0.9% |
| 1Y | -0.1% | +66.5% | -66.6% | -8.1% |
| 3Y | +66.3% | +134.2% | -67.9% | +41.8% |
| All | +66.3% | +137.6% | -71.3% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling