-64.3%
WBD vs CTAS
+423.9%
-488.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.4% |
| 7D | -13.9% | +2.9% | -16.8% | -15.2% |
| 30D | -7.6% | +4.1% | -11.7% | -9.4% |
| 3M | -28.3% | +9.1% | -37.4% | -31.5% |
| 6M | -22.3% | +13.4% | -35.7% | -27.3% |
| YTD | +6.9% | +19.0% | -12.2% | -2.6% |
| 1Y | -6.2% | +21.3% | -27.5% | -15.3% |
| 3Y | -55.8% | +52.8% | -108.6% | -65.2% |
| 5Y | -69.3% | +212.1% | -281.4% | -82.8% |
| All | -64.3% | +423.9% | -488.2% | -84.0% |
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