+815.5%
CTAS vs WY
+5.0%
+810.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.1% |
| 7D | +2.0% | -0.8% | +2.8% | +2.3% |
| 30D | +8.7% | +10.1% | -1.4% | +3.8% |
| 3M | +13.3% | -15.4% | +28.7% | +21.7% |
| 6M | +39.4% | -8.3% | +47.7% | +43.6% |
| YTD | +21.5% | -9.8% | +31.3% | +25.4% |
| 1Y | +21.9% | -3.9% | +25.8% | +21.9% |
| 3Y | +73.6% | -23.3% | +97.0% | +87.8% |
| 5Y | +116.2% | -31.2% | +147.4% | +142.8% |
| All | +815.5% | +5.0% | +810.5% | +672.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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