+26,336.4%
WM vs CTAS
+23,129.2%
+3,207.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | -2.4% | -0.2% | -2.2% | -2.3% |
| 3M | +0.4% | +11.7% | -11.3% | -2.2% |
| 6M | -9.5% | +0.7% | -10.2% | -9.8% |
| YTD | +0.5% | +7.4% | -6.9% | -1.4% |
| 1Y | -1.1% | -2.1% | +1.0% | -0.9% |
| 3Y | +46.0% | +62.9% | -16.9% | +29.4% |
| 5Y | +51.8% | +111.9% | -60.1% | +26.3% |
| 10Y | +307.5% | +652.2% | -344.7% | +156.7% |
| All | +26,336.4% | +23,129.2% | +3,207.1% | +12,656.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling