+452.3%
EWT vs CASY
+555.0%
-102.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | +9.1% | +3.6% | +5.6% | +8.5% |
| 30D | -12.2% | +9.1% | -21.3% | -13.7% |
| 3M | -9.4% | -16.5% | +7.1% | -6.8% |
| 6M | +2.7% | -19.7% | +22.4% | +5.8% |
| YTD | +53.3% | +29.3% | +24.0% | +42.1% |
| 1Y | +59.2% | +33.1% | +26.0% | +46.3% |
| 3Y | +157.1% | +158.5% | -1.4% | +101.2% |
| 5Y | +119.6% | +266.7% | -147.1% | +56.4% |
| All | +452.3% | +555.0% | -102.7% | +247.9% |
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