+197.8%
TW vs CASY
+406.2%
-208.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.2% | +14.2% | +2.9% |
| 7D | -0.5% | -16.5% | +16.0% | +3.1% |
| 30D | -0.6% | -26.4% | +25.8% | +5.7% |
| 3M | +3.4% | -17.3% | +20.7% | +6.6% |
| 6M | -18.4% | -5.2% | -13.2% | -18.9% |
| YTD | -3.9% | +14.1% | -18.0% | -8.7% |
| 1Y | -13.3% | +16.6% | -29.9% | -18.2% |
| 3Y | +20.8% | +163.7% | -142.9% | -8.4% |
| 5Y | +20.3% | +231.3% | -211.0% | -15.3% |
| All | +197.8% | +406.2% | -208.4% | +90.9% |
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