+2,503.6%
CTAS vs WU
-19.6%
+2,523.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | -0.2% | -1.1% | +0.9% | 0.0% |
| 3M | +11.7% | -3.9% | +15.5% | +11.7% |
| 6M | +0.7% | -20.7% | +21.4% | +7.5% |
| YTD | +7.4% | -18.4% | +25.8% | +13.1% |
| 1Y | -2.1% | -8.1% | +6.0% | -2.0% |
| 3Y | +62.9% | -24.2% | +87.1% | +70.6% |
| 5Y | +111.9% | -50.4% | +162.3% | +154.1% |
| 10Y | +652.2% | -40.0% | +692.2% | +725.1% |
| All | +2,503.6% | -19.6% | +2,523.1% | +2,215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling