+21,057.3%
SHW vs CASY
+33,031.0%
-11,973.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +3.5% | +1.1% | +2.4% | +3.2% |
| 30D | +9.2% | +8.7% | +0.5% | +7.3% |
| 3M | -5.1% | -17.3% | +12.2% | -1.7% |
| 6M | +6.8% | -19.7% | +26.6% | +10.3% |
| YTD | +7.0% | +24.8% | -17.9% | +0.2% |
| 1Y | +4.1% | +31.9% | -27.8% | -3.7% |
| 3Y | +41.1% | +155.4% | -114.3% | +11.7% |
| 5Y | +12.9% | +250.6% | -237.7% | -17.0% |
| 10Y | +366.3% | +556.8% | -190.5% | +196.3% |
| All | +21,057.3% | +33,031.0% | -11,973.8% | +6,368.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling