+992.6%
WDC vs CTAS
+114.7%
+877.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +9.9% | -1.0% | +10.9% | +10.1% |
| 3M | -9.4% | +15.8% | -25.2% | -17.5% |
| 6M | +94.7% | -1.0% | +95.7% | +93.0% |
| YTD | +177.4% | +7.4% | +169.9% | +160.2% |
| 1Y | +412.6% | -0.1% | +412.7% | +400.7% |
| 3Y | +1,359.8% | +66.3% | +1,293.5% | +876.1% |
| 5Y | +992.6% | +111.0% | +881.6% | +492.4% |
| All | +992.6% | +114.7% | +877.9% | +492.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling