+4,319.4%
WAB vs CASY
+9,846.6%
-5,527.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.5% | +4.9% |
| 7D | +4.0% | +3.6% | +0.4% | +2.8% |
| 30D | +4.5% | +7.2% | -2.7% | +2.0% |
| 3M | +2.3% | -16.9% | +19.2% | +7.5% |
| 6M | +12.5% | -19.3% | +31.8% | +17.5% |
| YTD | +40.2% | +25.6% | +14.5% | +26.5% |
| 1Y | +45.2% | +30.2% | +15.1% | +29.3% |
| 3Y | +171.8% | +154.9% | +16.9% | +89.6% |
| 5Y | +217.6% | +252.1% | -34.5% | +96.3% |
| 10Y | +285.3% | +535.8% | -250.5% | +91.2% |
| All | +4,319.4% | +9,846.6% | -5,527.2% | +854.2% |
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