+29.5%
SWK vs CASY
+551.3%
-521.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.2% | +2.6% |
| 7D | +10.7% | +3.6% | +7.1% | +9.3% |
| 30D | +33.3% | +7.2% | +26.1% | +30.0% |
| 3M | +14.7% | -16.9% | +31.6% | +21.4% |
| 6M | +48.5% | -19.3% | +67.8% | +56.0% |
| YTD | +63.9% | +25.6% | +38.2% | +43.1% |
| 1Y | +80.4% | +30.2% | +50.3% | +54.7% |
| 3Y | +58.1% | +154.9% | -96.7% | -3.0% |
| 5Y | -24.5% | +252.1% | -276.6% | -61.5% |
| 10Y | +29.5% | +535.8% | -506.4% | -48.1% |
| All | +29.5% | +551.3% | -521.8% | -48.1% |
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