+32.0%
CTAS vs WEC
+2.4%
+29.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.9% |
| 7D | +1.2% | -0.2% | +1.3% | +1.3% |
| 30D | +12.8% | +12.3% | +0.5% | +7.5% |
| 3M | +10.3% | +8.3% | +2.0% | +6.5% |
| 6M | +32.0% | +3.5% | +28.5% | +30.7% |
| All | +32.0% | +2.4% | +29.6% | +30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling