+330.8%
WM vs CTAS
+817.6%
-486.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +15.2% | +10.2% | +5.0% | +10.8% |
| 3M | +8.3% | +12.1% | -3.8% | +3.4% |
| 6M | +13.1% | +38.3% | -25.1% | -1.0% |
| YTD | +12.5% | +21.9% | -9.4% | +3.4% |
| 1Y | +21.8% | +24.0% | -2.3% | +11.0% |
| 3Y | +48.8% | +75.1% | -26.4% | +16.4% |
| 5Y | +62.1% | +116.9% | -54.9% | +14.5% |
| All | +330.8% | +817.6% | -486.8% | +88.9% |
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