+23,259.7%
CTAS vs WST
+12,330.1%
+10,929.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.8% | +0.7% | -2.6% | -2.0% |
| 30D | -0.2% | -3.1% | +2.9% | +0.7% |
| 3M | +11.7% | +7.2% | +4.5% | +9.3% |
| 6M | +0.7% | +36.8% | -36.1% | -8.3% |
| YTD | +7.4% | +23.8% | -16.4% | +0.2% |
| 1Y | -2.1% | +37.8% | -39.9% | -11.9% |
| 3Y | +62.9% | -15.9% | +78.8% | +56.7% |
| 5Y | +111.9% | -25.8% | +137.7% | +106.3% |
| 10Y | +652.2% | +319.6% | +332.6% | +310.2% |
| All | +23,259.7% | +12,330.1% | +10,929.6% | +5,298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling