+648.4%
GWW vs CASY
+539.5%
+108.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | +5.5% | +5.0% | +0.6% | +4.1% |
| 30D | +14.4% | +8.2% | +6.2% | +11.7% |
| 3M | +13.7% | -18.2% | +31.9% | +19.8% |
| 6M | +20.1% | -18.6% | +38.7% | +25.5% |
| YTD | +47.1% | +26.8% | +20.3% | +32.6% |
| 1Y | +56.2% | +31.6% | +24.6% | +38.8% |
| 3Y | +90.5% | +156.5% | -66.0% | +30.4% |
| 5Y | +221.2% | +258.6% | -37.4% | +90.2% |
| 10Y | +648.4% | +550.3% | +98.1% | +270.8% |
| All | +648.4% | +539.5% | +108.9% | +270.8% |
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