+1,958.7%
CTAS vs NWSA
+127.4%
+1,831.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -1.8% | -1.9% | +0.1% | -1.1% |
| 30D | -0.2% | +4.6% | -4.8% | -2.0% |
| 3M | +11.7% | +13.2% | -1.5% | +6.3% |
| 6M | +0.7% | +27.0% | -26.3% | -8.5% |
| YTD | +7.4% | +16.8% | -9.4% | +0.4% |
| 1Y | -2.1% | +4.5% | -6.6% | -4.8% |
| 3Y | +62.9% | +46.2% | +16.7% | +37.3% |
| 5Y | +111.9% | +40.9% | +71.0% | +75.9% |
| 10Y | +652.2% | +145.1% | +507.1% | +358.4% |
| All | +1,958.7% | +127.4% | +1,831.3% | +1,179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling