+39.1%
CTAS vs NWSA
+2.4%
+36.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.2% | -1.5% |
| 7D | +1.7% | +2.2% | -0.5% | +1.0% |
| 30D | +8.4% | -8.8% | +17.2% | +11.2% |
| 3M | +13.0% | -6.5% | +19.5% | +14.4% |
| 6M | +39.1% | +1.5% | +37.6% | +35.0% |
| All | +39.1% | +2.4% | +36.6% | +35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling