+13.5%
WFC vs CTAS
+0.1%
+13.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | +0.4% | +1.0% | -0.5% | +0.3% |
| 30D | +2.5% | -1.1% | +3.5% | +2.6% |
| 3M | +10.0% | +11.5% | -1.5% | +6.9% |
| 6M | +15.1% | +0.2% | +14.9% | +12.0% |
| YTD | -2.2% | +7.2% | -9.4% | -6.0% |
| 1Y | +13.5% | 0.0% | +13.5% | +11.7% |
| All | +13.5% | +0.1% | +13.3% | +11.7% |
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