+151.0%
NWSA vs CASY
+562.3%
-411.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -0.9% |
| 7D | -2.6% | -4.4% | +1.7% | -1.2% |
| 30D | +4.6% | -12.0% | +16.6% | +8.9% |
| 3M | +10.2% | -2.3% | +12.5% | +9.0% |
| 6M | +21.6% | +10.5% | +11.1% | +14.0% |
| YTD | +14.6% | +33.0% | -18.4% | -0.5% |
| 1Y | +0.4% | +41.1% | -40.8% | -15.2% |
| 3Y | +45.0% | +207.5% | -162.5% | -15.0% |
| 5Y | +41.3% | +290.7% | -249.4% | -27.6% |
| All | +151.0% | +562.3% | -411.4% | +2.4% |
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