+2,228.6%
CTAS vs NWSA
+102.5%
+2,126.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.4% |
| 7D | +2.0% | +2.2% | -0.2% | +1.1% |
| 30D | +8.7% | -8.8% | +17.5% | +12.1% |
| 3M | +13.3% | -6.5% | +19.8% | +15.6% |
| 6M | +39.4% | +1.5% | +37.9% | +37.5% |
| YTD | +21.5% | +4.0% | +17.5% | +18.1% |
| 1Y | +21.9% | +3.4% | +18.4% | +18.7% |
| 3Y | +73.6% | +34.8% | +38.8% | +50.4% |
| 5Y | +116.2% | +18.4% | +97.9% | +91.6% |
| 10Y | +818.2% | +149.2% | +669.0% | +461.9% |
| All | +2,228.6% | +102.5% | +2,126.1% | +1,405.8% |
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