-44.3%
GWRE vs CASY
+14.3%
-58.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.4% |
| 7D | -13.2% | -18.6% | +5.4% | -15.4% |
| 30D | -18.6% | -26.6% | +8.1% | -22.4% |
| 3M | +18.9% | -32.8% | +51.7% | +10.5% |
| 6M | -11.0% | -10.0% | -0.9% | -10.4% |
| YTD | -29.9% | +11.6% | -41.5% | -28.1% |
| 1Y | -44.3% | +11.5% | -55.8% | -43.3% |
| All | -44.3% | +14.3% | -58.7% | -43.3% |
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