+65.0%
CTAS vs WSM
+232.0%
-166.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-09 to 2026-09-09.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.0% | +2.6% | -1.6% | +0.7% |
| 30D | -1.1% | -9.3% | +8.2% | +0.1% |
| 3M | +11.5% | +7.1% | +4.4% | +10.5% |
| 6M | +0.2% | +21.7% | -21.5% | -2.2% |
| YTD | +7.2% | +28.7% | -21.6% | +3.9% |
| 1Y | 0.0% | +13.9% | -13.9% | -2.0% |
| All | +65.0% | +232.0% | -166.9% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 2023-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WSM 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…
2023-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling