+150.5%
AWK vs CASY
+551.3%
-400.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +1.2% | +3.6% | -2.4% | +0.4% |
| 30D | +15.8% | +7.2% | +8.6% | +13.9% |
| 3M | +11.0% | -16.9% | +27.9% | +15.4% |
| 6M | +21.0% | -19.3% | +40.3% | +25.8% |
| YTD | +16.7% | +25.6% | -8.9% | +7.2% |
| 1Y | +17.2% | +30.2% | -13.0% | +6.3% |
| 3Y | +29.2% | +154.9% | -125.7% | -6.3% |
| 5Y | -2.3% | +252.1% | -254.4% | -37.2% |
| 10Y | +150.5% | +535.8% | -385.3% | +39.7% |
| All | +150.5% | +551.3% | -400.8% | +39.7% |
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