+109.6%
CTAS vs WY
-20.4%
+130.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.0% | -1.7% | +2.7% | +1.6% |
| 30D | -1.1% | -9.9% | +8.8% | +2.8% |
| 3M | +11.5% | -7.5% | +19.0% | +14.5% |
| 6M | +0.2% | -5.1% | +5.3% | +1.6% |
| YTD | +7.2% | -2.1% | +9.3% | +7.1% |
| 1Y | 0.0% | -7.3% | +7.3% | +1.9% |
| 3Y | +65.9% | -22.6% | +88.6% | +77.8% |
| 5Y | +109.6% | -19.8% | +129.4% | +125.7% |
| All | +109.6% | -20.4% | +130.0% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling