+4.2%
WBD vs CTAS
+110.0%
-105.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.7% | +1.0% | -2.7% | -2.2% |
| 30D | +3.9% | -1.1% | +4.9% | +4.4% |
| 3M | +5.1% | +11.5% | -6.4% | -1.7% |
| 6M | +0.6% | +0.2% | +0.4% | -0.3% |
| YTD | -3.2% | +7.2% | -10.3% | -8.0% |
| 1Y | +127.7% | 0.0% | +127.7% | +125.3% |
| 3Y | +146.6% | +65.9% | +80.6% | +76.0% |
| 5Y | +4.2% | +109.6% | -105.4% | -40.3% |
| All | +4.2% | +110.0% | -105.9% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling