+815.5%
CTAS vs NWSA
+148.1%
+667.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.4% |
| 7D | +2.0% | +2.2% | -0.2% | +1.0% |
| 30D | +8.7% | -8.8% | +17.5% | +12.3% |
| 3M | +13.3% | -6.5% | +19.8% | +15.7% |
| 6M | +39.4% | +1.5% | +37.9% | +37.3% |
| YTD | +21.5% | +4.0% | +17.5% | +17.7% |
| 1Y | +21.9% | +3.4% | +18.4% | +18.4% |
| 3Y | +73.6% | +34.8% | +38.8% | +48.3% |
| 5Y | +116.2% | +18.4% | +97.9% | +89.4% |
| All | +815.5% | +148.1% | +667.3% | +415.3% |
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