+2,838.2%
CTAS vs WU
-21.8%
+2,860.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -1.0% |
| 7D | +1.7% | -2.0% | +3.8% | +2.4% |
| 30D | +8.4% | +11.4% | -3.0% | +4.2% |
| 3M | +13.0% | -6.8% | +19.8% | +15.4% |
| 6M | +39.1% | -14.6% | +53.7% | +44.5% |
| YTD | +21.2% | -20.6% | +41.9% | +28.5% |
| 1Y | +21.6% | -15.4% | +37.0% | +25.7% |
| 3Y | +73.2% | -23.6% | +96.9% | +80.8% |
| 5Y | +115.7% | -43.4% | +159.1% | +145.2% |
| 10Y | +816.1% | -38.8% | +854.9% | +895.2% |
| All | +2,838.2% | -21.8% | +2,860.1% | +2,529.9% |
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