+59.7%
WM vs CTAS
+109.9%
-50.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.3% |
| 7D | +1.2% | +1.2% | 0.0% | +0.7% |
| 30D | +13.1% | +12.8% | +0.3% | +7.7% |
| 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% | +13.3% |
| All | +59.7% | +109.9% | -50.2% | +11.0% |
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