+111.0%
CTAS vs WU
-51.1%
+162.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -1.0% | -1.1% | +0.1% | -0.9% |
| 3M | +15.8% | -1.8% | +17.6% | +15.5% |
| 6M | -1.0% | -23.9% | +22.9% | +3.9% |
| YTD | +7.4% | -20.4% | +27.8% | +11.6% |
| 1Y | -0.1% | -10.6% | +10.4% | +0.8% |
| 3Y | +66.3% | -27.7% | +94.0% | +73.7% |
| 5Y | +111.0% | -51.1% | +162.1% | +140.1% |
| All | +111.0% | -51.1% | +162.1% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling