+557.4%
GWW vs CASY
+464.4%
+92.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.1% | -17.2% | +14.1% | +2.0% |
| 30D | -2.3% | -24.4% | +22.0% | +5.5% |
| 3M | -3.3% | -31.4% | +28.1% | +7.2% |
| 6M | +15.4% | -8.9% | +24.3% | +15.8% |
| YTD | +26.7% | +13.8% | +12.9% | +18.1% |
| 1Y | +29.0% | +17.0% | +12.0% | +18.7% |
| 3Y | +89.0% | +163.1% | -74.2% | +26.7% |
| 5Y | +221.8% | +239.0% | -17.2% | +93.1% |
| All | +557.4% | +464.4% | +92.9% | +230.1% |
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 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