+13.8%
SHW vs CASY
+251.1%
-237.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.4% |
| 7D | +5.7% | +1.8% | +3.9% | +5.3% |
| 30D | +8.7% | +11.2% | -2.5% | +6.3% |
| 3M | -5.4% | -19.1% | +13.7% | -1.5% |
| 6M | +12.2% | -19.9% | +32.1% | +16.4% |
| YTD | +8.5% | +25.2% | -16.7% | -1.2% |
| 1Y | +4.9% | +31.6% | -26.7% | -6.0% |
| 3Y | +42.8% | +155.4% | -112.6% | +1.0% |
| All | +13.8% | +251.1% | -237.3% | -32.2% |
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