+91.6%
NWSA vs CASY
+1,140.4%
-1,048.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -9.4% | +1.1% | -10.5% | -9.8% |
| 30D | -7.8% | +8.7% | -16.5% | -10.2% |
| 3M | -10.8% | -17.3% | +6.6% | -6.3% |
| 6M | +1.1% | -19.7% | +20.8% | +5.8% |
| YTD | +1.8% | +24.8% | -23.0% | -9.1% |
| 1Y | +6.0% | +31.9% | -25.9% | -7.4% |
| 3Y | +24.6% | +155.4% | -130.8% | -16.7% |
| 5Y | +13.1% | +250.6% | -237.4% | -34.3% |
| 10Y | +148.5% | +556.8% | -408.3% | +17.3% |
| All | +91.6% | +1,140.4% | -1,048.8% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling