+820.2%
CTAS vs WST
+452.9%
+367.3%
-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% | +0.8% | +0.9% |
| 7D | -0.8% | +1.1% | -1.8% | -1.0% |
| 30D | +10.7% | +12.4% | -1.6% | +7.7% |
| 3M | +11.0% | +17.6% | -6.6% | +6.8% |
| 6M | +38.7% | +28.3% | +10.5% | +30.5% |
| YTD | +21.8% | +50.5% | -28.7% | +9.7% |
| 1Y | +23.6% | +49.4% | -25.8% | +11.4% |
| 3Y | +74.9% | +21.9% | +53.1% | +54.5% |
| 5Y | +119.5% | +0.4% | +119.1% | +102.3% |
| 10Y | +820.2% | +451.5% | +368.7% | +372.1% |
| All | +820.2% | +452.9% | +367.3% | +372.1% |
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