+683.1%
CTAS vs WTW
+198.0%
+485.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | +0.5% | -5.7% | +6.2% | +3.5% |
| 30D | -0.7% | -7.3% | +6.5% | +3.0% |
| 3M | +11.1% | +21.5% | -10.4% | -0.1% |
| 6M | +2.1% | +9.6% | -7.5% | -4.0% |
| YTD | +8.0% | -3.3% | +11.2% | +7.4% |
| 1Y | -0.5% | -6.1% | +5.7% | +0.4% |
| 3Y | +66.2% | +61.8% | +4.4% | +20.9% |
| 5Y | +109.2% | +42.7% | +66.5% | +61.2% |
| All | +683.1% | +198.0% | +485.1% | +330.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling