+29.2%
SWK vs CASY
+555.0%
-525.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.3% |
| 7D | +11.3% | +1.8% | +9.4% | +10.5% |
| 30D | +28.1% | +11.2% | +16.9% | +23.3% |
| 3M | +12.6% | -19.1% | +31.7% | +20.3% |
| 6M | +51.7% | -19.9% | +71.6% | +59.8% |
| YTD | +60.0% | +25.2% | +34.8% | +39.8% |
| 1Y | +72.7% | +31.6% | +41.1% | +47.3% |
| 3Y | +46.3% | +155.4% | -109.1% | -10.4% |
| 5Y | -24.6% | +251.5% | -276.2% | -61.6% |
| All | +29.2% | +555.0% | -525.7% | -47.5% |
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