+25.6%
CTAS vs WST
+47.3%
-21.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.3% |
| 7D | +7.6% | +1.3% | +6.3% | +7.4% |
| 30D | +17.2% | +8.5% | +8.7% | +15.8% |
| 3M | +12.8% | +17.2% | -4.5% | +10.1% |
| 6M | +38.0% | +36.3% | +1.7% | +31.6% |
| YTD | +22.7% | +48.9% | -26.2% | +15.4% |
| 1Y | +25.6% | +42.9% | -17.3% | +18.5% |
| All | +25.6% | +47.3% | -21.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling