+66.3%
WDC vs CTAS
+24.0%
+42.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | +0.8% |
| 7D | -16.7% | +0.7% | -17.4% | -16.2% |
| 30D | -27.2% | +11.3% | -38.5% | -18.0% |
| 3M | -34.0% | +11.4% | -45.4% | -25.2% |
| 6M | -39.7% | +35.6% | -75.4% | -20.8% |
| YTD | +68.1% | +20.7% | +47.4% | +114.9% |
| 1Y | +66.3% | +22.8% | +43.5% | +112.8% |
| All | +66.3% | +24.0% | +42.3% | +112.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling