+818.4%
CTAS vs WST
+446.4%
+372.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | +0.7% | +1.4% | -0.7% | +0.3% |
| 30D | +11.3% | +12.7% | -1.4% | +8.2% |
| 3M | +11.4% | +17.2% | -5.7% | +7.3% |
| 6M | +35.6% | +26.7% | +9.0% | +28.0% |
| YTD | +20.7% | +50.3% | -29.6% | +8.8% |
| 1Y | +22.8% | +50.2% | -27.4% | +10.6% |
| 3Y | +73.4% | +21.7% | +51.7% | +53.2% |
| 5Y | +117.6% | +2.0% | +115.6% | +99.2% |
| 10Y | +818.4% | +451.1% | +367.3% | +371.7% |
| All | +818.4% | +446.4% | +372.1% | +371.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling