+185.4%
SW vs CASY
+555.0%
-369.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.7% |
| 7D | +4.7% | +1.8% | +2.8% | +4.4% |
| 30D | +5.0% | +11.2% | -6.2% | +3.8% |
| 3M | -7.3% | -19.1% | +11.7% | -5.4% |
| 6M | +15.0% | -19.9% | +34.9% | +17.0% |
| YTD | +18.5% | +25.2% | -6.7% | +13.1% |
| 1Y | +27.1% | +31.6% | -4.5% | +20.4% |
| 3Y | +49.3% | +155.4% | -106.1% | +28.6% |
| 5Y | -1.6% | +251.5% | -253.2% | -20.4% |
| All | +185.4% | +555.0% | -369.6% | +116.8% |
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