+74.0%
CTAS vs WCN
+50.7%
+23.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +10.7% | +25.3% | -14.6% | -2.1% |
| 3M | +11.0% | +15.4% | -4.4% | +2.7% |
| 6M | +38.7% | +27.8% | +10.9% | +21.7% |
| YTD | +21.8% | +10.6% | +11.2% | +15.1% |
| 1Y | +23.6% | +15.8% | +7.8% | +13.4% |
| All | +74.0% | +50.7% | +23.3% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling