+485.8%
EWT vs CASY
+7,599.8%
-7,114.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -3.7% | +5.0% | -8.6% | -4.9% |
| 30D | -17.2% | +8.2% | -25.4% | -19.1% |
| 3M | -7.3% | -18.2% | +10.8% | -3.2% |
| 6M | -1.5% | -18.6% | +17.1% | +1.7% |
| YTD | +49.0% | +26.8% | +22.2% | +35.8% |
| 1Y | +50.6% | +31.6% | +19.0% | +35.6% |
| 3Y | +148.9% | +156.5% | -7.6% | +82.3% |
| 5Y | +116.1% | +258.6% | -142.6% | +41.4% |
| 10Y | +427.8% | +550.3% | -122.4% | +176.8% |
| All | +485.8% | +7,599.8% | -7,114.0% | +31.1% |
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 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