+660.4%
WDC vs CTAS
+820.8%
-160.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.8% |
| 7D | -16.7% | +0.7% | -17.4% | -17.0% |
| 30D | -27.2% | +11.3% | -38.5% | -32.1% |
| 3M | -34.0% | +11.4% | -45.4% | -38.9% |
| 6M | -39.7% | +35.6% | -75.4% | -53.1% |
| YTD | +68.1% | +20.7% | +47.4% | +40.5% |
| 1Y | +66.3% | +22.8% | +43.5% | +37.0% |
| 3Y | +754.4% | +73.4% | +681.0% | +429.4% |
| 5Y | +595.8% | +117.6% | +478.2% | +257.8% |
| 10Y | +660.4% | +818.4% | -158.0% | +67.0% |
| All | +660.4% | +820.8% | -160.4% | +67.0% |
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