+23,259.8%
CTAS vs WY
+688.1%
+22,571.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.8% | -1.7% | -0.1% | -1.2% |
| 30D | -0.2% | -10.1% | +9.9% | +3.7% |
| 3M | +11.7% | -5.1% | +16.8% | +13.5% |
| 6M | +0.7% | -4.8% | +5.5% | +2.0% |
| YTD | +7.4% | -0.2% | +7.6% | +6.7% |
| 1Y | -2.1% | -6.6% | +4.5% | -0.6% |
| 3Y | +62.9% | -22.7% | +85.7% | +74.0% |
| 5Y | +111.9% | -22.2% | +134.1% | +123.3% |
| 10Y | +652.2% | +7.3% | +644.9% | +572.8% |
| All | +23,259.8% | +688.1% | +22,571.7% | +11,384.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling