+143.5%
WBD vs CTAS
+64.7%
+78.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.5% |
| 3M | +7.5% | +10.3% | -2.8% | +2.1% |
| 6M | +1.6% | +1.6% | -0.1% | +0.6% |
| YTD | -2.2% | +6.3% | -8.5% | -5.7% |
| 1Y | +124.9% | -0.5% | +125.4% | +124.9% |
| All | +143.5% | +64.7% | +78.8% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling