-3.2%
WAT vs CASY
+276.6%
-279.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +2.3% | -11.3% | +13.7% | +4.6% |
| 3M | +8.7% | -0.6% | +9.4% | +7.5% |
| 6M | +28.3% | +10.7% | +17.6% | +22.9% |
| YTD | +7.8% | +37.1% | -29.3% | -2.5% |
| 1Y | +36.6% | +52.3% | -15.7% | +19.6% |
| 3Y | +45.7% | +215.2% | -169.5% | -0.3% |
| All | -3.2% | +276.6% | -279.9% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling