+3,815.3%
CTAS vs WCN
+8,007.2%
-4,191.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | +10.7% | +25.3% | -14.6% | +3.5% |
| 3M | +11.0% | +15.4% | -4.4% | +6.2% |
| 6M | +38.7% | +27.8% | +10.9% | +28.9% |
| YTD | +21.8% | +10.6% | +11.2% | +17.7% |
| 1Y | +23.6% | +15.8% | +7.8% | +17.9% |
| 3Y | +74.9% | +50.3% | +24.7% | +55.0% |
| 5Y | +119.5% | +46.9% | +72.5% | +95.7% |
| 10Y | +820.2% | +318.8% | +501.4% | +540.2% |
| All | +3,815.3% | +8,007.2% | -4,191.8% | +1,444.2% |
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