+2,236.5%
CTAS vs NWSA
+97.3%
+2,139.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | +0.5% | -0.8% | +1.3% | +0.8% |
| 30D | +10.2% | -11.3% | +21.6% | +14.9% |
| 3M | +12.1% | -8.1% | +20.2% | +15.1% |
| 6M | +38.3% | -0.7% | +39.0% | +37.6% |
| YTD | +21.9% | +1.3% | +20.6% | +19.7% |
| 1Y | +24.0% | -1.3% | +25.3% | +23.0% |
| 3Y | +75.1% | +28.4% | +46.7% | +54.7% |
| 5Y | +116.9% | +15.3% | +101.7% | +94.2% |
| 10Y | +821.3% | +142.7% | +678.6% | +469.6% |
| All | +2,236.5% | +97.3% | +2,139.2% | +1,426.5% |
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