+226.2%
WAT vs CASY
+553.2%
-327.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.1% | +1.1% | -2.2% | -1.4% |
| 30D | +5.0% | +8.7% | -3.7% | +2.6% |
| 3M | +14.5% | -17.3% | +31.8% | +19.5% |
| 6M | +30.9% | -19.7% | +50.7% | +36.3% |
| YTD | +20.5% | +24.8% | -4.4% | +8.9% |
| 1Y | +23.3% | +31.9% | -8.6% | +9.3% |
| 3Y | +81.5% | +155.4% | -73.9% | +25.8% |
| 5Y | +33.4% | +250.6% | -217.2% | -18.8% |
| All | +226.2% | +553.2% | -327.0% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling