+89.7%
EWT vs CASY
+22.7%
+67.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.2% | +14.4% | -0.1% |
| 7D | +2.1% | -16.5% | +18.7% | +1.7% |
| 30D | +9.4% | -26.4% | +35.8% | +8.5% |
| 3M | +10.9% | -17.3% | +28.2% | +9.5% |
| 6M | +57.9% | -5.2% | +63.1% | +52.7% |
| YTD | +75.9% | +14.1% | +61.8% | +70.8% |
| 1Y | +89.7% | +16.6% | +73.1% | +85.6% |
| All | +89.7% | +22.7% | +67.0% | +85.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling