+49.3%
WM vs CTAS
+78.6%
-29.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | +4.5% | +3.8% | +0.7% | +3.0% |
| 30D | +16.1% | +15.5% | +0.5% | +9.9% |
| 3M | +8.0% | +12.7% | -4.7% | +3.2% |
| 6M | +8.4% | +34.5% | -26.1% | -3.0% |
| YTD | +11.2% | +21.3% | -10.1% | +3.0% |
| 1Y | +22.3% | +23.1% | -0.8% | +12.7% |
| All | +49.3% | +78.6% | -29.3% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling