+36.3%
ITW vs CASY
+274.3%
-238.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | 0.0% |
| 7D | -0.4% | -4.4% | +3.9% | +0.4% |
| 30D | -9.4% | -12.0% | +2.6% | -7.4% |
| 3M | +7.1% | -2.3% | +9.4% | +6.4% |
| 6M | -1.9% | +10.5% | -12.4% | -5.7% |
| YTD | +10.4% | +33.0% | -22.6% | +1.4% |
| 1Y | +3.3% | +41.1% | -37.8% | -6.8% |
| 3Y | +21.0% | +207.5% | -186.5% | -14.6% |
| 5Y | +36.3% | +290.7% | -254.4% | -14.1% |
| All | +36.3% | +274.3% | -238.0% | -14.1% |
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 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