+131.9%
WFC vs CTAS
+114.7%
+17.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.8% | -1.8% | +5.6% | +4.5% |
| 30D | +1.5% | -0.2% | +1.7% | +1.5% |
| 3M | +10.9% | +11.7% | -0.8% | +4.9% |
| 6M | +8.4% | +0.7% | +7.7% | +7.2% |
| YTD | -1.9% | +7.4% | -9.3% | -6.0% |
| 1Y | +12.3% | -2.1% | +14.5% | +12.2% |
| 3Y | +132.3% | +62.9% | +69.4% | +76.1% |
| All | +131.9% | +114.7% | +17.2% | +46.3% |
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