+671.2%
CTAS vs WCN
+235.2%
+436.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | 0.0% |
| 7D | -1.3% | -4.4% | +3.1% | +1.8% |
| 30D | -3.1% | -4.4% | +1.4% | 0.0% |
| 3M | +10.3% | +0.5% | +9.8% | +9.8% |
| 6M | +1.6% | -3.3% | +4.9% | +3.6% |
| YTD | +6.3% | -8.5% | +14.8% | +12.0% |
| 1Y | -0.5% | -8.9% | +8.5% | +4.9% |
| 3Y | +64.6% | +18.0% | +46.5% | +41.7% |
| 5Y | +106.0% | +25.0% | +81.0% | +67.4% |
| All | +671.2% | +235.2% | +436.0% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling