+189.7%
SW vs CASY
+551.7%
-362.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.9% |
| 7D | +12.1% | +0.8% | +11.2% | +12.0% |
| 30D | +6.6% | +9.4% | -2.9% | +5.6% |
| 3M | -6.0% | -20.6% | +14.6% | -3.9% |
| 6M | +21.5% | -20.7% | +42.2% | +23.7% |
| YTD | +20.3% | +22.5% | -2.2% | +15.1% |
| 1Y | +28.1% | +29.5% | -1.3% | +21.5% |
| 3Y | +51.6% | +150.0% | -98.4% | +30.9% |
| 5Y | -0.1% | +248.6% | -248.7% | -19.2% |
| 10Y | +189.7% | +544.6% | -354.9% | +121.8% |
| All | +189.7% | +551.7% | -362.0% | +121.8% |
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