+66.3%
CTAS vs WWD
+164.2%
-97.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.4% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -1.0% | -6.4% | +5.4% | +0.1% |
| 3M | +15.8% | -5.6% | +21.4% | +16.1% |
| 6M | -1.0% | -9.1% | +8.1% | -0.3% |
| YTD | +7.4% | +12.5% | -5.1% | +2.7% |
| 1Y | -0.1% | +41.3% | -41.5% | -10.3% |
| 3Y | +66.3% | +170.2% | -103.9% | +19.1% |
| All | +66.3% | +164.2% | -97.9% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling