+111.0%
CTAS vs WING
-35.4%
+146.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | 0.0% | -0.1% | +0.1% | -0.1% |
| 30D | -1.0% | -6.0% | +5.0% | -0.4% |
| 3M | +15.8% | -23.5% | +39.2% | +19.5% |
| 6M | -1.0% | -52.0% | +51.0% | +8.8% |
| YTD | +7.4% | -53.8% | +61.2% | +17.6% |
| 1Y | -0.1% | -63.8% | +63.7% | +13.1% |
| 3Y | +66.3% | -30.8% | +97.1% | +56.5% |
| 5Y | +111.0% | -34.3% | +145.3% | +85.7% |
| All | +111.0% | -35.4% | +146.4% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling