+815.5%
CTAS vs WCN
+322.1%
+493.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +2.0% | +2.6% | -0.6% | +0.2% |
| 30D | +8.7% | +23.9% | -15.2% | -6.6% |
| 3M | +13.3% | +17.4% | -4.1% | +0.9% |
| 6M | +39.4% | +28.0% | +11.4% | +16.9% |
| YTD | +21.5% | +11.6% | +9.9% | +11.2% |
| 1Y | +21.9% | +16.9% | +5.0% | +7.7% |
| 3Y | +73.6% | +51.6% | +22.0% | +25.1% |
| 5Y | +116.2% | +48.0% | +68.2% | +56.1% |
| All | +815.5% | +322.1% | +493.4% | +266.6% |
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