+818.6%
CTAS vs WU
-39.7%
+858.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +0.5% | -5.3% | +5.8% | +2.4% |
| 30D | +10.2% | +9.0% | +1.2% | +6.8% |
| 3M | +12.1% | -3.6% | +15.6% | +13.0% |
| 6M | +38.3% | -19.4% | +57.7% | +46.9% |
| YTD | +21.9% | -21.7% | +43.6% | +30.1% |
| 1Y | +24.0% | -16.1% | +40.2% | +28.7% |
| 3Y | +75.1% | -24.1% | +99.3% | +83.0% |
| 5Y | +116.9% | -44.1% | +161.1% | +152.1% |
| All | +818.6% | -39.7% | +858.3% | +890.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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