+278.3%
SHW vs CASY
+549.1%
-270.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.4% |
| 7D | -1.2% | -4.4% | +3.2% | +0.1% |
| 30D | -11.6% | -12.0% | +0.4% | -8.5% |
| 3M | +9.1% | -2.3% | +11.5% | +7.9% |
| 6M | -0.7% | +10.5% | -11.2% | -6.0% |
| YTD | +1.4% | +33.0% | -31.7% | -9.7% |
| 1Y | -12.3% | +41.1% | -53.4% | -23.7% |
| 3Y | +23.4% | +207.5% | -184.1% | -20.0% |
| 5Y | +15.0% | +290.7% | -275.7% | -32.7% |
| 10Y | +278.3% | +556.5% | -278.2% | +82.3% |
| All | +278.3% | +549.1% | -270.8% | +82.3% |
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 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