+0.5%
CTAS vs WETO
-99.4%
+99.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +7.0% | +1.5% |
| 7D | +0.5% | -4.3% | +4.8% | +0.5% |
| 30D | -0.7% | -39.9% | +39.2% | -0.1% |
| 3M | +11.1% | -97.9% | +109.0% | +11.8% |
| 6M | +2.1% | -95.0% | +97.2% | +3.3% |
| YTD | +8.0% | -97.2% | +105.1% | +8.6% |
| 1Y | -0.5% | -98.9% | +98.4% | -0.8% |
| All | +0.5% | -99.4% | +99.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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