+65.5%
CTAS vs WEC
+42.4%
+23.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.8% | -0.3% | -1.6% | -1.7% |
| 30D | -0.2% | -1.3% | +1.1% | +0.2% |
| 3M | +11.7% | -3.9% | +15.6% | +13.4% |
| 6M | +0.7% | -8.3% | +9.0% | +4.0% |
| YTD | +7.4% | +3.1% | +4.3% | +5.6% |
| 1Y | -2.1% | +1.9% | -4.0% | -3.5% |
| All | +65.5% | +42.4% | +23.1% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling