+671.2%
CTAS vs WSM
+1,058.9%
-387.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -3.1% | -10.7% | +7.6% | -0.7% |
| 3M | +10.3% | +8.5% | +1.8% | +8.1% |
| 6M | +1.6% | +19.6% | -18.0% | -2.7% |
| YTD | +6.3% | +26.6% | -20.3% | +0.1% |
| 1Y | -0.5% | +12.0% | -12.4% | -3.9% |
| 3Y | +64.6% | +226.6% | -162.1% | +15.7% |
| 5Y | +106.0% | +174.1% | -68.1% | +45.3% |
| All | +671.2% | +1,058.9% | -387.6% | +218.4% |
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