+32.0%
CTAS vs WING
+9.0%
+23.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | +1.2% | +9.0% | -7.9% | +0.6% |
| 30D | +12.8% | +39.9% | -27.2% | +10.6% |
| 3M | +10.3% | +40.4% | -30.1% | +8.1% |
| 6M | +32.0% | +12.9% | +19.1% | +32.1% |
| All | +32.0% | +9.0% | +23.0% | +32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling