+642.9%
WDC vs CTAS
+814.6%
-171.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.8% |
| 7D | +12.1% | +2.0% | +10.1% | +10.9% |
| 30D | -18.8% | +8.7% | -27.5% | -23.1% |
| 3M | -39.3% | +13.3% | -52.6% | -44.3% |
| 6M | -40.1% | +39.4% | -79.5% | -54.2% |
| YTD | +71.8% | +21.5% | +50.3% | +43.2% |
| 1Y | +88.5% | +21.9% | +66.6% | +56.5% |
| 3Y | +770.0% | +73.6% | +696.3% | +439.5% |
| 5Y | +549.0% | +116.2% | +432.8% | +236.0% |
| All | +642.9% | +814.6% | -171.7% | +62.4% |
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