+7.0%
WMT vs CTAS
-1.7%
+8.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +3.9% | -1.8% | +5.7% | +4.3% |
| 30D | -4.4% | -0.2% | -4.2% | -4.4% |
| 3M | -8.8% | +11.7% | -20.5% | -10.0% |
| 6M | -15.6% | +0.7% | -16.3% | -17.0% |
| YTD | -3.2% | +7.4% | -10.6% | -5.8% |
| 1Y | +7.0% | -2.1% | +9.2% | +6.5% |
| All | +7.0% | -1.7% | +8.8% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling