+433.7%
WMT vs CASY
+468.0%
-34.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.2% | +14.0% | +3.4% |
| 7D | -0.2% | -16.5% | +16.3% | +4.1% |
| 30D | -5.8% | -26.4% | +20.5% | +1.4% |
| 3M | -10.8% | -17.3% | +6.5% | -7.4% |
| 6M | -14.3% | -5.2% | -9.1% | -14.4% |
| YTD | -4.4% | +14.1% | -18.5% | -9.0% |
| 1Y | +4.3% | +16.6% | -12.3% | -1.5% |
| 3Y | +100.1% | +163.7% | -63.6% | +49.5% |
| 5Y | +130.8% | +231.3% | -100.5% | +59.7% |
| 10Y | +433.7% | +462.9% | -29.2% | +212.2% |
| All | +433.7% | +468.0% | -34.3% | +212.2% |
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