+2,660.5%
CTAS vs WPM
+5,967.5%
-3,307.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -1.8% | +1.1% | -2.9% | -1.9% |
| 30D | -0.2% | +26.4% | -26.6% | -2.5% |
| 3M | +11.7% | +20.8% | -9.1% | +9.3% |
| 6M | +0.7% | +1.1% | -0.4% | 0.0% |
| YTD | +7.4% | +32.5% | -25.0% | +3.5% |
| 1Y | -2.1% | +51.5% | -53.6% | -7.1% |
| 3Y | +62.9% | +267.0% | -204.1% | +41.0% |
| 5Y | +111.9% | +250.1% | -138.2% | +82.6% |
| 10Y | +652.2% | +540.4% | +111.8% | +497.8% |
| All | +2,660.5% | +5,967.5% | -3,307.0% | +1,573.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling