+5.3%
WMT vs CTAS
+1.1%
+4.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -7.4% | -0.7% | -6.7% | -7.3% |
| 3M | -10.9% | +11.1% | -21.9% | -12.0% |
| 6M | -12.7% | +2.1% | -14.8% | -14.3% |
| YTD | -3.2% | +8.0% | -11.2% | -5.9% |
| 1Y | +5.3% | -0.5% | +5.7% | +3.4% |
| All | +5.3% | +1.1% | +4.2% | +3.4% |
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 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