+25.6%
CTAS vs WEC
+9.7%
+16.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +1.6% |
| 7D | +7.6% | +6.9% | +0.7% | +5.4% |
| 30D | +17.2% | +16.6% | +0.6% | +12.0% |
| 3M | +12.8% | +9.1% | +3.7% | +9.6% |
| 6M | +38.0% | +3.2% | +34.8% | +35.9% |
| YTD | +22.7% | +14.9% | +7.8% | +18.8% |
| 1Y | +25.6% | +9.2% | +16.5% | +22.3% |
| All | +25.6% | +9.7% | +16.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling