+110.9%
CTAS vs WCC
+221.7%
-110.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.9% |
| 7D | -1.8% | +4.5% | -6.3% | -2.5% |
| 30D | -0.2% | -5.8% | +5.6% | +0.6% |
| 3M | +11.7% | -3.7% | +15.3% | +11.7% |
| 6M | +0.7% | +23.1% | -22.3% | -4.6% |
| YTD | +7.4% | +44.2% | -36.7% | -1.8% |
| 1Y | -2.1% | +62.1% | -64.2% | -13.1% |
| 3Y | +62.9% | +121.1% | -58.2% | +28.2% |
| All | +110.9% | +221.7% | -110.7% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling