+26,411.8%
CTAS vs WST
+14,947.6%
+11,464.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.5% | +4.9% | -4.4% | -0.9% |
| 30D | +10.2% | +10.7% | -0.4% | +7.1% |
| 3M | +12.1% | +16.8% | -4.7% | +7.2% |
| 6M | +38.3% | +32.0% | +6.3% | +27.5% |
| YTD | +21.9% | +49.9% | -28.0% | +7.6% |
| 1Y | +24.0% | +50.6% | -26.6% | +9.2% |
| 3Y | +75.1% | +21.4% | +53.7% | +51.1% |
| 5Y | +116.9% | -0.6% | +117.5% | +94.0% |
| 10Y | +821.3% | +449.4% | +371.8% | +365.2% |
| All | +26,411.8% | +14,947.6% | +11,464.2% | +5,700.4% |
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