+67.1%
BWA vs CASY
+155.2%
-88.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.3% |
| 7D | -0.6% | +3.6% | -4.2% | -1.0% |
| 30D | -16.1% | +7.2% | -23.3% | -16.9% |
| 3M | -24.6% | -16.9% | -7.7% | -22.9% |
| 6M | -15.7% | -19.3% | +3.6% | -13.2% |
| YTD | +15.1% | +25.6% | -10.6% | +9.0% |
| 1Y | +15.9% | +30.2% | -14.3% | +8.9% |
| 3Y | +67.1% | +154.9% | -87.8% | +41.1% |
| All | +67.1% | +155.2% | -88.1% | +41.1% |
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