+683.8%
CTAS vs WEC
+141.2%
+542.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | -1.1% | +0.9% | -2.0% | -1.5% |
| 3M | +11.5% | -5.3% | +16.8% | +14.1% |
| 6M | +0.2% | -6.6% | +6.7% | +2.9% |
| YTD | +7.2% | +3.3% | +3.9% | +5.2% |
| 1Y | 0.0% | +2.1% | -2.1% | -1.5% |
| 3Y | +65.9% | +39.6% | +26.3% | +41.7% |
| 5Y | +109.6% | +31.2% | +78.4% | +82.6% |
| 10Y | +683.8% | +148.4% | +535.3% | +477.1% |
| All | +683.8% | +141.2% | +542.6% | +477.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling