+1,188.5%
WDC vs CTAS
+687.6%
+500.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.9% |
| 7D | -4.3% | +0.5% | -4.8% | -4.6% |
| 30D | -1.5% | -0.7% | -0.8% | -1.4% |
| 3M | -15.5% | +11.1% | -26.6% | -24.1% |
| 6M | +66.5% | +2.1% | +64.3% | +57.3% |
| YTD | +159.9% | +8.0% | +151.9% | +134.2% |
| 1Y | +366.0% | -0.5% | +366.4% | +341.2% |
| 3Y | +1,285.8% | +66.2% | +1,219.6% | +778.7% |
| 5Y | +925.6% | +109.2% | +816.4% | +439.1% |
| All | +1,188.5% | +687.6% | +500.9% | +218.6% |
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 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