+234.8%
WAT vs CASY
+551.3%
-316.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +6.0% | +3.6% | +2.5% | +5.1% |
| 30D | +9.9% | +7.2% | +2.7% | +7.8% |
| 3M | +17.2% | -16.9% | +34.1% | +22.2% |
| 6M | +34.2% | -19.3% | +53.6% | +39.5% |
| YTD | +25.5% | +25.6% | -0.1% | +13.3% |
| 1Y | +28.3% | +30.2% | -1.9% | +14.2% |
| 3Y | +88.4% | +154.9% | -66.5% | +30.7% |
| 5Y | +36.1% | +252.1% | -216.0% | -17.2% |
| 10Y | +234.8% | +535.8% | -301.0% | +69.2% |
| All | +234.8% | +551.3% | -316.5% | +69.2% |
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