+9,012.0%
WMT vs CTAS
+23,129.2%
-14,117.3%
-42.3%
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% | -1.1% |
| 7D | +3.9% | -1.8% | +5.7% | +4.4% |
| 30D | -4.4% | -0.2% | -4.2% | -4.4% |
| 3M | -8.8% | +11.7% | -20.5% | -11.4% |
| 6M | -15.6% | +0.7% | -16.3% | -16.1% |
| YTD | -3.2% | +7.4% | -10.6% | -5.3% |
| 1Y | +7.0% | -2.1% | +9.2% | +7.0% |
| 3Y | +105.3% | +62.9% | +42.4% | +80.6% |
| 5Y | +129.3% | +111.9% | +17.4% | +88.1% |
| 10Y | +423.9% | +652.2% | -228.3% | +205.0% |
| All | +9,012.0% | +23,129.2% | -14,117.3% | +2,218.5% |
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 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