+147.8%
SW vs CASY
+505.6%
-357.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -4.6% | -11.3% | +6.8% | -3.5% |
| 3M | +9.4% | -0.6% | +10.0% | +8.4% |
| 6M | +3.5% | +10.7% | -7.2% | +0.9% |
| YTD | +22.0% | +37.1% | -15.1% | +15.4% |
| 1Y | +2.2% | +52.3% | -50.1% | -4.9% |
| 3Y | +19.6% | +215.2% | -195.6% | +0.1% |
| 5Y | -2.3% | +276.5% | -278.8% | -21.6% |
| All | +147.8% | +505.6% | -357.8% | +89.8% |
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 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