+3,353.8%
CTAS vs WCN
+6,839.3%
-3,485.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | -0.2% | +0.4% | -0.6% | -0.3% |
| 3M | +11.7% | +7.3% | +4.4% | +9.4% |
| 6M | +0.7% | -2.5% | +3.2% | +1.4% |
| YTD | +7.4% | -5.4% | +12.8% | +8.9% |
| 1Y | -2.1% | -8.5% | +6.4% | +0.2% |
| 3Y | +62.9% | +20.8% | +42.1% | +53.9% |
| 5Y | +111.9% | +30.0% | +81.9% | +96.3% |
| 10Y | +652.2% | +238.4% | +413.8% | +455.9% |
| All | +3,353.8% | +6,839.3% | -3,485.5% | +1,328.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling