+10,793.7%
WMT vs CTAS
+26,115.3%
-15,321.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +2.0% | +1.7% | +0.3% | +1.6% |
| 30D | +10.3% | +8.4% | +1.8% | +8.1% |
| 3M | +11.0% | +13.0% | -2.1% | +7.7% |
| 6M | -2.3% | +39.1% | -41.4% | -10.0% |
| YTD | +15.7% | +21.2% | -5.5% | +10.0% |
| 1Y | +26.0% | +21.6% | +4.4% | +19.6% |
| 3Y | +136.5% | +73.2% | +63.3% | +105.1% |
| 5Y | +176.8% | +115.7% | +61.1% | +126.1% |
| 10Y | +537.5% | +816.1% | -278.5% | +253.9% |
| All | +10,793.7% | +26,115.3% | -15,321.6% | +2,591.8% |
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