+109.6%
CTAS vs WPM
+261.4%
-151.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +1.0% | +3.9% | -2.9% | +0.5% |
| 30D | -1.1% | +17.7% | -18.7% | -3.0% |
| 3M | +11.5% | +39.4% | -27.9% | +6.8% |
| 6M | +0.2% | +6.4% | -6.3% | -1.0% |
| YTD | +7.2% | +34.0% | -26.8% | +1.5% |
| 1Y | 0.0% | +50.5% | -50.5% | -7.6% |
| 3Y | +65.9% | +280.3% | -214.4% | +26.3% |
| 5Y | +109.6% | +266.3% | -156.8% | +52.0% |
| All | +109.6% | +261.4% | -151.8% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling