+755.0%
SW vs CASY
+3,501.2%
-2,746.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | +9.4% | -0.6% | +10.0% | +9.1% |
| 6M | +3.5% | +10.7% | -7.2% | +2.8% |
| YTD | +22.0% | +37.1% | -15.1% | +20.3% |
| 1Y | +2.2% | +52.3% | -50.1% | +0.3% |
| 3Y | +19.6% | +215.2% | -195.6% | +15.2% |
| 5Y | -2.3% | +276.5% | -278.8% | -6.6% |
| 10Y | +181.4% | +508.4% | -327.0% | +170.1% |
| All | +755.0% | +3,501.2% | -2,746.2% | +887.2% |
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 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