+820.2%
CTAS vs WPM
+659.5%
+160.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +0.9% |
| 7D | -0.8% | +3.1% | -3.9% | -1.1% |
| 30D | +10.7% | -1.8% | +12.6% | +10.7% |
| 3M | +11.0% | +1.0% | +10.0% | +10.5% |
| 6M | +38.7% | -5.4% | +44.2% | +38.7% |
| YTD | +21.8% | +15.9% | +5.9% | +18.4% |
| 1Y | +23.6% | +30.8% | -7.3% | +18.5% |
| 3Y | +74.9% | +222.6% | -147.7% | +50.7% |
| 5Y | +119.5% | +227.4% | -107.9% | +86.5% |
| 10Y | +820.2% | +757.8% | +62.4% | +668.3% |
| All | +820.2% | +659.5% | +160.7% | +668.3% |
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