+10,632.1%
WMT vs CASY
+33,946.0%
-23,313.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -1.2% | +2.5% | -3.7% | -1.6% |
| 30D | +12.4% | +10.2% | +2.2% | +10.4% |
| 3M | +9.0% | -15.7% | +24.7% | +12.0% |
| 6M | -3.0% | -18.4% | +15.4% | -0.2% |
| YTD | +14.0% | +28.3% | -14.3% | +8.2% |
| 1Y | +23.0% | +32.6% | -9.5% | +16.0% |
| 3Y | +135.1% | +159.5% | -24.4% | +95.3% |
| 5Y | +172.7% | +263.9% | -91.2% | +112.0% |
| 10Y | +528.1% | +548.5% | -20.4% | +335.3% |
| All | +10,632.1% | +33,946.0% | -23,313.9% | +3,841.2% |
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 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