+12.0%
WBD vs CTAS
+675.6%
-663.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | -0.6% | -1.3% | +0.7% | 0.0% |
| 30D | +4.2% | -3.1% | +7.3% | +5.7% |
| 3M | +7.5% | +10.3% | -2.8% | +1.7% |
| 6M | +1.6% | +1.6% | -0.1% | -0.4% |
| YTD | -2.2% | +6.3% | -8.5% | -6.4% |
| 1Y | +124.9% | -0.5% | +125.4% | +122.4% |
| 3Y | +149.1% | +64.6% | +84.5% | +89.2% |
| 5Y | +7.8% | +106.0% | -98.2% | -27.4% |
| All | +12.0% | +675.6% | -663.6% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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