+815.5%
CTAS vs WSM
+1,131.4%
-315.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +2.0% | 0.0% | +2.0% | +1.9% |
| 30D | +8.7% | +5.1% | +3.6% | +7.4% |
| 3M | +13.3% | +5.1% | +8.2% | +11.8% |
| 6M | +39.4% | +48.6% | -9.2% | +27.2% |
| YTD | +21.5% | +44.2% | -22.7% | +11.0% |
| 1Y | +21.9% | +38.1% | -16.2% | +12.4% |
| 3Y | +73.6% | +257.2% | -183.6% | +20.1% |
| 5Y | +116.2% | +165.1% | -48.9% | +55.2% |
| All | +815.5% | +1,131.4% | -315.9% | +273.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling