+17,845.4%
WDC vs CTAS
+23,129.2%
-5,283.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.0% |
| 7D | +1.7% | -1.8% | +3.6% | +2.6% |
| 30D | -10.0% | -0.2% | -9.8% | -10.2% |
| 3M | -18.8% | +11.7% | -30.4% | -25.2% |
| 6M | +79.0% | +0.7% | +78.3% | +72.5% |
| YTD | +171.6% | +7.4% | +164.1% | +152.6% |
| 1Y | +417.4% | -2.1% | +419.5% | +400.1% |
| 3Y | +1,251.8% | +62.9% | +1,188.8% | +917.0% |
| 5Y | +911.7% | +111.9% | +799.8% | +571.1% |
| 10Y | +1,399.6% | +652.2% | +747.4% | +473.8% |
| All | +17,845.4% | +23,129.2% | -5,283.9% | +2,107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling