+584.9%
WDC vs CTAS
+114.0%
+470.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.5% | +9.8% |
| 7D | -14.4% | -0.7% | -13.7% | -14.2% |
| 30D | -27.1% | +10.3% | -37.3% | -29.5% |
| 3M | -33.3% | +10.2% | -43.4% | -35.6% |
| 6M | -39.6% | +34.4% | -74.0% | -48.6% |
| YTD | +68.4% | +19.6% | +48.8% | +52.0% |
| 1Y | +78.2% | +21.8% | +56.4% | +58.7% |
| 3Y | +772.0% | +74.1% | +697.9% | +482.7% |
| 5Y | +584.9% | +114.0% | +470.9% | +264.2% |
| All | +584.9% | +114.0% | +470.9% | +264.2% |
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 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