+215.0%
GWW vs CASY
+253.8%
-38.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +5.3% | +3.6% | +1.7% | +4.5% |
| 30D | +12.4% | +7.2% | +5.2% | +10.8% |
| 3M | +13.7% | -16.9% | +30.7% | +17.6% |
| 6M | +18.0% | -19.3% | +37.3% | +22.3% |
| YTD | +44.6% | +25.6% | +18.9% | +33.7% |
| 1Y | +53.1% | +30.2% | +22.9% | +40.1% |
| 3Y | +90.2% | +154.9% | -64.6% | +39.9% |
| 5Y | +215.0% | +252.1% | -37.1% | +102.8% |
| All | +215.0% | +253.8% | -38.8% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling