+24.0%
CTAS vs WING
-33.3%
+57.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.4% |
| 7D | +0.5% | -3.9% | +4.4% | +0.7% |
| 30D | +10.2% | +26.6% | -16.4% | +8.6% |
| 3M | +12.1% | +42.5% | -30.4% | +9.4% |
| 6M | +38.3% | +29.4% | +8.9% | +35.7% |
| YTD | +21.9% | -32.8% | +54.7% | +22.3% |
| 1Y | +24.0% | -33.5% | +57.5% | +24.2% |
| All | +24.0% | -33.3% | +57.3% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling