+117.6%
CTAS vs WWD
+188.4%
-70.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +11.3% | -0.4% | +11.7% | +11.1% |
| 3M | +11.4% | -6.1% | +17.5% | +12.7% |
| 6M | +35.6% | -9.5% | +45.2% | +37.4% |
| YTD | +20.7% | +10.8% | +9.9% | +14.1% |
| 1Y | +22.8% | +23.5% | -0.7% | +11.8% |
| 3Y | +73.4% | +151.3% | -77.8% | +20.1% |
| 5Y | +117.6% | +187.8% | -70.2% | +38.7% |
| All | +117.6% | +188.4% | -70.8% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling