+818.6%
CTAS vs WPM
+752.0%
+66.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.4% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | +10.2% | -3.1% | +13.4% | +10.4% |
| 3M | +12.1% | -2.2% | +14.2% | +11.9% |
| 6M | +38.3% | -7.4% | +45.7% | +38.5% |
| YTD | +21.9% | +12.6% | +9.3% | +18.9% |
| 1Y | +24.0% | +22.8% | +1.2% | +19.7% |
| 3Y | +75.1% | +213.6% | -138.5% | +51.2% |
| 5Y | +116.9% | +211.2% | -94.2% | +85.1% |
| All | +818.6% | +752.0% | +66.6% | +668.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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