+170.3%
WMT vs CASY
+265.4%
-95.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -2.7% | +5.8% | -8.5% | -3.9% |
| 30D | +11.1% | +10.7% | +0.4% | +8.6% |
| 3M | +11.2% | -13.9% | +25.1% | +14.6% |
| 6M | -1.3% | -18.4% | +17.2% | +2.6% |
| YTD | +13.5% | +29.6% | -16.1% | +5.5% |
| 1Y | +22.5% | +32.8% | -10.3% | +13.1% |
| 3Y | +134.1% | +162.3% | -28.1% | +83.6% |
| 5Y | +170.3% | +265.0% | -94.8% | +90.4% |
| All | +170.3% | +265.4% | -95.1% | +90.4% |
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