+683.8%
CTAS vs WWD
+479.8%
+203.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | +1.0% | +0.6% | +0.3% | +0.7% |
| 30D | -1.1% | -5.1% | +4.0% | +0.7% |
| 3M | +11.5% | -11.2% | +22.7% | +15.5% |
| 6M | +0.2% | -12.0% | +12.2% | +3.3% |
| YTD | +7.2% | +12.0% | -4.8% | -0.7% |
| 1Y | 0.0% | +42.8% | -42.8% | -17.2% |
| 3Y | +65.9% | +168.9% | -103.0% | +0.4% |
| 5Y | +109.6% | +192.2% | -82.6% | +18.1% |
| 10Y | +683.8% | +495.3% | +188.5% | +201.7% |
| All | +683.8% | +479.8% | +203.9% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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