+298.2%
WBD vs CTAS
+2,647.0%
-2,348.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.8% | -1.8% | 0.0% | -0.9% |
| 30D | +8.8% | -0.2% | +9.0% | +8.8% |
| 3M | +4.6% | +11.7% | -7.1% | -2.2% |
| 6M | +1.1% | +0.7% | +0.4% | -0.7% |
| YTD | -2.0% | +7.4% | -9.4% | -7.1% |
| 1Y | +140.0% | -2.1% | +142.1% | +138.9% |
| 3Y | +144.4% | +62.9% | +81.4% | +82.9% |
| 5Y | -0.2% | +111.9% | -112.1% | -35.7% |
| 10Y | +9.1% | +652.2% | -643.1% | -67.3% |
| All | +298.2% | +2,647.0% | -2,348.8% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling