+51.6%
SW vs CASY
+149.3%
-97.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +4.0% |
| 7D | +12.1% | +0.8% | +11.2% | +12.0% |
| 30D | +6.6% | +9.4% | -2.9% | +6.1% |
| 3M | -6.0% | -20.6% | +14.6% | -5.1% |
| 6M | +21.5% | -20.7% | +42.2% | +23.3% |
| YTD | +20.3% | +22.5% | -2.2% | +13.3% |
| 1Y | +28.1% | +29.5% | -1.3% | +19.4% |
| All | +51.6% | +149.3% | -97.8% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling