+695.1%
WDC vs CTAS
+832.5%
-137.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.5% | +7.8% |
| 7D | -3.2% | -0.8% | -2.5% | -2.6% |
| 30D | -19.0% | +10.7% | -29.8% | -24.2% |
| 3M | -28.4% | +11.0% | -39.4% | -33.5% |
| 6M | -39.2% | +38.7% | -78.0% | -53.3% |
| YTD | +82.1% | +21.8% | +60.3% | +51.6% |
| 1Y | +84.7% | +23.6% | +61.1% | +51.8% |
| 3Y | +825.6% | +74.9% | +750.7% | +470.9% |
| 5Y | +608.2% | +119.5% | +488.7% | +262.6% |
| 10Y | +695.1% | +820.2% | -125.1% | +72.2% |
| All | +695.1% | +832.5% | -137.4% | +72.2% |
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