+37.2%
TW vs CASY
+250.1%
-213.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +4.2% | +1.1% | +3.1% | +4.0% |
| 30D | +18.9% | +8.7% | +10.2% | +17.0% |
| 3M | +23.8% | -17.3% | +41.1% | +27.8% |
| 6M | +17.0% | -19.7% | +36.8% | +21.0% |
| YTD | +19.2% | +24.8% | -5.6% | +11.3% |
| 1Y | +20.1% | +31.9% | -11.8% | +10.5% |
| 3Y | +40.5% | +155.4% | -114.9% | +8.9% |
| All | +37.2% | +250.1% | -213.0% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling