+525.5%
WMT vs CASY
+565.2%
-39.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | -2.7% | +5.8% | -8.5% | -4.1% |
| 30D | +11.1% | +10.7% | +0.4% | +8.3% |
| 3M | +11.2% | -13.9% | +25.1% | +15.0% |
| 6M | -1.3% | -18.4% | +17.2% | +2.9% |
| YTD | +13.5% | +29.6% | -16.1% | +4.5% |
| 1Y | +22.5% | +32.8% | -10.3% | +11.9% |
| 3Y | +134.1% | +162.3% | -28.1% | +75.9% |
| 5Y | +170.3% | +265.0% | -94.8% | +82.3% |
| 10Y | +525.5% | +555.4% | -29.9% | +256.5% |
| All | +525.5% | +565.2% | -39.7% | +256.5% |
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