+129.7%
WMT vs CASY
+274.3%
-144.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.3% |
| 7D | +0.1% | -4.4% | +4.5% | +1.2% |
| 30D | -5.0% | -12.0% | +7.1% | -2.1% |
| 3M | -11.3% | -2.3% | -8.9% | -11.4% |
| 6M | -13.8% | +10.5% | -24.3% | -16.5% |
| YTD | -4.2% | +33.0% | -37.2% | -11.1% |
| 1Y | +4.6% | +41.1% | -36.6% | -4.5% |
| 3Y | +100.5% | +207.5% | -107.0% | +51.4% |
| 5Y | +129.7% | +290.7% | -161.0% | +60.2% |
| All | +129.7% | +274.3% | -144.6% | +60.2% |
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 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