+4,092.2%
WAB vs CASY
+10,755.3%
-6,663.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -4.4% | -11.3% | +6.9% | -0.9% |
| 3M | +7.9% | -0.6% | +8.5% | +6.3% |
| 6M | +8.7% | +10.7% | -2.0% | +3.2% |
| YTD | +33.0% | +37.1% | -4.1% | +17.7% |
| 1Y | +46.7% | +52.3% | -5.6% | +24.9% |
| 3Y | +153.0% | +215.2% | -62.2% | +65.5% |
| 5Y | +222.3% | +276.5% | -54.2% | +96.4% |
| 10Y | +291.0% | +508.4% | -217.4% | +97.8% |
| All | +4,092.2% | +10,755.3% | -6,663.1% | +787.3% |
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