+65.0%
CTAS vs WY
-23.0%
+88.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.0% | -1.7% | +2.7% | +1.5% |
| 30D | -1.1% | -9.9% | +8.8% | +1.9% |
| 3M | +11.5% | -7.5% | +19.0% | +13.8% |
| 6M | +0.2% | -5.1% | +5.3% | +1.3% |
| YTD | +7.2% | -2.1% | +9.3% | +7.2% |
| 1Y | 0.0% | -7.3% | +7.3% | +1.5% |
| All | +65.0% | -23.0% | +88.0% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling