+336.4%
WM vs CTAS
+840.0%
-503.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.4% |
| 7D | +1.2% | +1.2% | 0.0% | +0.7% |
| 30D | +13.1% | +12.8% | +0.3% | +7.8% |
| 3M | +3.6% | +10.3% | -6.7% | -0.5% |
| 6M | +8.1% | +32.0% | -23.9% | -3.6% |
| YTD | +8.9% | +19.1% | -10.2% | +1.0% |
| 1Y | +20.3% | +21.5% | -1.1% | +10.7% |
| 3Y | +46.2% | +76.0% | -29.9% | +14.0% |
| 5Y | +59.9% | +110.9% | -51.0% | +14.2% |
| All | +336.4% | +840.0% | -503.5% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling