+3.3%
SWK vs CASY
+505.6%
-502.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -5.7% | -11.3% | +5.6% | -1.9% |
| 3M | +24.1% | -0.6% | +24.7% | +21.2% |
| 6M | +24.7% | +10.7% | +14.0% | +16.2% |
| YTD | +33.9% | +37.1% | -3.2% | +14.3% |
| 1Y | +34.7% | +52.3% | -17.6% | +9.4% |
| 3Y | +15.3% | +215.2% | -199.9% | -34.9% |
| 5Y | -39.3% | +276.5% | -315.8% | -69.2% |
| All | +3.3% | +505.6% | -502.3% | -58.9% |
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