+60.4%
WM vs CTAS
+114.0%
-53.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -0.5% | -0.7% | +0.3% | -0.2% |
| 30D | +13.3% | +10.3% | +3.1% | +8.9% |
| 3M | +4.4% | +10.2% | -5.8% | +0.3% |
| 6M | +10.8% | +34.4% | -23.5% | -1.9% |
| YTD | +9.1% | +19.6% | -10.5% | +1.0% |
| 1Y | +19.1% | +21.8% | -2.7% | +9.4% |
| 3Y | +45.7% | +74.1% | -28.5% | +13.5% |
| 5Y | +60.4% | +114.0% | -53.6% | +11.4% |
| All | +60.4% | +114.0% | -53.5% | +11.4% |
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 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