+20,418.4%
SHW vs CASY
+36,294.0%
-15,875.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -9.5% | -11.3% | +1.8% | -7.4% |
| 3M | +11.5% | -0.6% | +12.1% | +10.4% |
| 6M | -3.5% | +10.7% | -14.3% | -6.8% |
| YTD | +3.7% | +37.1% | -33.4% | -4.3% |
| 1Y | -7.9% | +52.3% | -60.2% | -17.2% |
| 3Y | +24.7% | +215.2% | -190.5% | -5.4% |
| 5Y | +13.6% | +276.5% | -262.9% | -17.5% |
| 10Y | +283.0% | +508.4% | -225.4% | +147.0% |
| All | +20,418.4% | +36,294.0% | -15,875.6% | +6,072.8% |
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 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