+48.2%
NWSA vs CASY
+220.7%
-172.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +4.6% | -11.3% | +15.9% | +5.7% |
| 3M | +13.2% | -0.6% | +13.9% | +12.6% |
| 6M | +27.0% | +10.7% | +16.3% | +23.6% |
| YTD | +16.8% | +37.1% | -20.3% | +8.9% |
| 1Y | +4.5% | +52.3% | -47.8% | -4.8% |
| All | +48.2% | +220.7% | -172.5% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling