+818.6%
CTAS vs WING
+620.6%
+198.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.9% |
| 7D | +0.5% | -3.9% | +4.4% | +1.1% |
| 30D | +10.2% | +26.6% | -16.4% | +5.2% |
| 3M | +12.1% | +42.5% | -30.4% | +4.1% |
| 6M | +38.3% | +29.4% | +8.9% | +29.5% |
| YTD | +21.9% | -32.8% | +54.7% | +26.9% |
| 1Y | +24.0% | -33.5% | +57.5% | +29.0% |
| 3Y | +75.1% | -23.4% | +98.5% | +65.6% |
| 5Y | +116.9% | -0.4% | +117.4% | +83.0% |
| All | +818.6% | +620.6% | +198.0% | +390.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling