+114.0%
CTAS vs WCC
+141.7%
-27.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.1% | -7.8% | -0.8% |
| 7D | -0.7% | -5.7% | +5.0% | -0.1% |
| 30D | +10.3% | -13.5% | +23.7% | +12.2% |
| 3M | +10.2% | -12.9% | +23.1% | +11.7% |
| 6M | +34.4% | -10.7% | +45.0% | +34.7% |
| YTD | +19.6% | +30.0% | -10.4% | +10.3% |
| 1Y | +21.8% | +24.7% | -2.9% | +13.1% |
| 3Y | +74.1% | +136.6% | -62.4% | +32.2% |
| 5Y | +114.0% | +143.9% | -29.9% | +53.0% |
| All | +114.0% | +141.7% | -27.6% | +53.0% |
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