+1,069.7%
CTAS vs WING
+719.8%
+349.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.0% | -1.1% |
| 7D | -0.7% | +8.6% | -9.3% | -2.2% |
| 30D | +10.3% | +44.8% | -34.5% | +3.1% |
| 3M | +10.2% | +51.9% | -41.8% | +1.5% |
| 6M | +34.4% | +37.2% | -2.9% | +25.0% |
| YTD | +19.6% | -25.3% | +44.9% | +22.1% |
| 1Y | +21.8% | -25.1% | +46.9% | +24.0% |
| 3Y | +74.1% | -12.9% | +87.0% | +62.2% |
| 5Y | +114.0% | +12.0% | +102.0% | +79.7% |
| 10Y | +813.9% | +716.5% | +97.4% | +422.2% |
| All | +1,069.7% | +719.8% | +349.9% | +554.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling