+23,259.7%
CTAS vs WSM
+34,755.7%
-11,495.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | -1.8% | -3.3% | +1.4% | -1.3% |
| 30D | -0.2% | -8.4% | +8.2% | +1.3% |
| 3M | +11.7% | +9.7% | +2.0% | +9.7% |
| 6M | +0.7% | +16.7% | -16.0% | -2.4% |
| YTD | +7.4% | +28.7% | -21.3% | +2.1% |
| 1Y | -2.1% | +13.7% | -15.8% | -5.0% |
| 3Y | +62.9% | +230.1% | -167.2% | +25.8% |
| 5Y | +111.9% | +179.0% | -67.1% | +64.0% |
| 10Y | +652.2% | +1,002.5% | -350.3% | +332.7% |
| All | +23,259.7% | +34,755.7% | -11,495.9% | +7,384.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling