+38.7%
CTAS vs WPM
-2.9%
+41.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +0.9% |
| 7D | -0.8% | +3.1% | -3.9% | -0.7% |
| 30D | +10.7% | -1.8% | +12.6% | +10.5% |
| 3M | +11.0% | +1.0% | +10.0% | +11.5% |
| 6M | +38.7% | -5.4% | +44.2% | +42.7% |
| All | +38.7% | -2.9% | +41.6% | +42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling