+1,329.2%
WDC vs CTAS
+65.0%
+1,264.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +5.9% |
| 7D | +1.7% | -1.8% | +3.6% | +1.8% |
| 30D | -10.0% | -0.2% | -9.8% | -10.0% |
| 3M | -18.8% | +11.7% | -30.4% | -21.2% |
| 6M | +79.0% | +0.7% | +78.3% | +81.2% |
| YTD | +171.6% | +7.4% | +164.1% | +165.7% |
| 1Y | +417.4% | -2.1% | +419.5% | +431.2% |
| All | +1,329.2% | +65.0% | +1,264.2% | +1,020.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling