+12,174.1%
CTAS vs WWD
+15,065.0%
-2,890.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -0.8% | +3.7% | -4.5% | -1.9% |
| 30D | +10.7% | +1.8% | +8.9% | +9.8% |
| 3M | +11.0% | -5.0% | +16.0% | +12.0% |
| 6M | +38.7% | -8.4% | +47.1% | +40.4% |
| YTD | +21.8% | +12.3% | +9.5% | +15.3% |
| 1Y | +23.6% | +26.2% | -2.7% | +12.8% |
| 3Y | +74.9% | +154.6% | -79.6% | +28.4% |
| 5Y | +119.5% | +195.3% | -75.8% | +52.0% |
| 10Y | +820.2% | +466.3% | +353.9% | +419.2% |
| All | +12,174.1% | +15,065.0% | -2,890.8% | +3,702.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling