+207.2%
TW vs CASY
+508.4%
-301.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | +3.9% | -11.3% | +15.3% | +6.5% |
| 3M | +5.7% | -0.6% | +6.3% | +5.1% |
| 6M | -14.5% | +10.7% | -25.2% | -17.4% |
| YTD | -0.9% | +37.1% | -38.0% | -9.2% |
| 1Y | -13.5% | +52.3% | -65.8% | -22.9% |
| 3Y | +25.0% | +215.2% | -190.2% | -8.5% |
| 5Y | +22.7% | +276.5% | -253.8% | -15.6% |
| All | +207.2% | +508.4% | -301.2% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling