-0.5%
CTAS vs WPM
+44.1%
-44.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.8% |
| 7D | -1.3% | -3.6% | +2.3% | -1.3% |
| 30D | -3.1% | +12.5% | -15.6% | -3.1% |
| 3M | +10.3% | +40.6% | -30.3% | +10.4% |
| 6M | +1.6% | +0.5% | +1.1% | +1.8% |
| YTD | +6.3% | +29.0% | -22.7% | +6.4% |
| 1Y | -0.5% | +43.8% | -44.3% | -1.9% |
| All | -0.5% | +44.1% | -44.6% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling