+149.3%
NWSA vs CASY
+539.5%
-390.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.1% |
| 7D | -9.7% | +5.0% | -14.6% | -11.2% |
| 30D | -8.6% | +8.2% | -16.8% | -11.1% |
| 3M | -6.3% | -18.2% | +11.9% | -0.8% |
| 6M | -1.2% | -18.6% | +17.4% | +3.4% |
| YTD | +2.6% | +26.8% | -24.1% | -10.2% |
| 1Y | 0.0% | +31.6% | -31.6% | -14.0% |
| 3Y | +30.1% | +156.5% | -126.5% | -18.1% |
| 5Y | +18.3% | +258.6% | -240.3% | -37.9% |
| 10Y | +149.3% | +550.3% | -400.9% | +0.6% |
| All | +149.3% | +539.5% | -390.1% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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