+14.7%
NWSA vs CASY
+250.1%
-235.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -9.4% | +1.1% | -10.5% | -9.6% |
| 30D | -7.8% | +8.7% | -16.5% | -9.2% |
| 3M | -10.8% | -17.3% | +6.6% | -8.0% |
| 6M | +1.1% | -19.7% | +20.8% | +4.4% |
| YTD | +1.8% | +24.8% | -23.0% | -7.1% |
| 1Y | +6.0% | +31.9% | -25.9% | -4.9% |
| 3Y | +24.6% | +155.4% | -130.8% | -11.1% |
| All | +14.7% | +250.1% | -235.5% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling