+2,243.5%
CTAS vs WTW
+1,139.1%
+1,104.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.2% |
| 7D | 0.0% | -2.7% | +2.7% | +1.0% |
| 30D | -1.0% | -5.6% | +4.6% | +1.3% |
| 3M | +15.8% | +26.5% | -10.7% | +4.9% |
| 6M | -1.0% | +8.1% | -9.1% | -5.0% |
| YTD | +7.4% | -0.3% | +7.7% | +5.8% |
| 1Y | -0.1% | -0.9% | +0.7% | -1.6% |
| 3Y | +66.3% | +66.6% | -0.3% | +31.0% |
| 5Y | +111.0% | +54.0% | +57.0% | +70.7% |
| 10Y | +662.9% | +198.1% | +464.8% | +378.6% |
| All | +2,243.5% | +1,139.1% | +1,104.4% | +1,004.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling