+2,236.4%
CTAS vs WCC
+1,713.7%
+522.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -1.2% |
| 7D | -1.8% | +4.5% | -6.3% | -2.8% |
| 30D | -0.2% | -5.8% | +5.6% | +1.0% |
| 3M | +11.7% | -3.7% | +15.3% | +11.4% |
| 6M | +0.7% | +23.1% | -22.3% | -6.0% |
| YTD | +7.4% | +44.2% | -36.7% | -3.9% |
| 1Y | -2.1% | +62.1% | -64.2% | -15.4% |
| 3Y | +62.9% | +121.1% | -58.2% | +24.4% |
| 5Y | +111.9% | +214.0% | -102.1% | +42.8% |
| 10Y | +652.2% | +472.8% | +179.4% | +300.5% |
| All | +2,236.4% | +1,713.7% | +522.6% | +581.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling