+113.3%
CTAS vs WST
-0.1%
+113.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | +1.2% | -3.1% | +4.3% | +1.7% |
| 30D | +12.8% | +9.1% | +3.7% | +11.2% |
| 3M | +10.3% | +14.7% | -4.4% | +7.8% |
| 6M | +32.0% | +28.0% | +4.0% | +26.6% |
| YTD | +19.1% | +45.6% | -26.5% | +11.5% |
| 1Y | +21.5% | +45.7% | -24.2% | +13.6% |
| 3Y | +76.0% | +21.1% | +55.0% | +60.7% |
| All | +113.3% | -0.1% | +113.5% | +111.2% |
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