+76.0%
CTAS vs WEC
+53.8%
+22.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.0% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | +12.8% | +12.3% | +0.5% | +7.8% |
| 3M | +10.3% | +8.3% | +2.0% | +6.8% |
| 6M | +32.0% | +3.5% | +28.5% | +30.1% |
| YTD | +19.1% | +12.7% | +6.4% | +13.1% |
| 1Y | +21.5% | +8.2% | +13.3% | +17.3% |
| 3Y | +76.0% | +55.9% | +20.2% | +50.1% |
| All | +76.0% | +53.8% | +22.2% | +50.1% |
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 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