+114.6%
CTAS vs WST
-25.7%
+140.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.8% | +0.7% | -2.6% | -1.9% |
| 30D | -0.2% | -3.1% | +2.9% | +0.3% |
| 3M | +11.7% | +7.2% | +4.5% | +10.3% |
| 6M | +0.7% | +36.8% | -36.1% | -4.6% |
| YTD | +7.4% | +23.8% | -16.4% | +3.2% |
| 1Y | -2.1% | +37.8% | -39.9% | -7.8% |
| 3Y | +62.9% | -15.9% | +78.8% | +63.1% |
| All | +114.6% | -25.7% | +140.3% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling