+116.0%
CTAS vs WST
+1.0%
+115.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.5% |
| 7D | +2.0% | +4.2% | -2.2% | +1.3% |
| 30D | +8.7% | +11.2% | -2.5% | +6.8% |
| 3M | +13.3% | +20.4% | -7.1% | +9.8% |
| 6M | +39.4% | +37.9% | +1.5% | +32.1% |
| YTD | +21.5% | +51.8% | -30.3% | +12.9% |
| 1Y | +21.9% | +56.6% | -34.7% | +12.6% |
| 3Y | +73.6% | +24.2% | +49.4% | +58.4% |
| All | +116.0% | +1.0% | +115.1% | +113.3% |
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