+25,810.5%
CTAS vs WEC
+4,360.7%
+21,449.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.9% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | +12.8% | +12.3% | +0.5% | +7.2% |
| 3M | +10.3% | +8.3% | +2.0% | +6.4% |
| 6M | +32.0% | +3.5% | +28.5% | +29.8% |
| YTD | +19.1% | +12.7% | +6.4% | +12.6% |
| 1Y | +21.5% | +8.2% | +13.3% | +16.8% |
| 3Y | +76.0% | +55.9% | +20.2% | +43.2% |
| 5Y | +110.9% | +51.2% | +59.6% | +72.4% |
| 10Y | +849.8% | +177.6% | +672.2% | +477.6% |
| All | +25,810.5% | +4,360.7% | +21,449.8% | +5,744.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling