+683.1%
CTAS vs NWSA
+149.4%
+533.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +0.5% | -2.8% | +3.3% | +1.7% |
| 30D | -0.7% | +3.0% | -3.8% | -2.0% |
| 3M | +11.1% | +12.3% | -1.2% | +5.7% |
| 6M | +2.1% | +21.9% | -19.7% | -6.3% |
| YTD | +8.0% | +13.6% | -5.6% | +1.6% |
| 1Y | -0.5% | +0.5% | -1.0% | -1.7% |
| 3Y | +66.2% | +43.8% | +22.5% | +39.0% |
| 5Y | +109.2% | +41.2% | +68.0% | +70.5% |
| All | +683.1% | +149.4% | +533.8% | +344.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling