+87.6%
WAT vs CASY
+162.5%
-74.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.2% |
| 7D | +0.7% | +5.8% | -5.1% | +0.2% |
| 30D | +9.0% | +10.7% | -1.7% | +7.9% |
| 3M | +13.5% | -13.9% | +27.3% | +15.1% |
| 6M | +35.3% | -18.4% | +53.7% | +38.6% |
| YTD | +24.0% | +29.6% | -5.7% | +15.4% |
| 1Y | +22.0% | +32.8% | -10.9% | +12.8% |
| All | +87.6% | +162.5% | -74.9% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling