+29.5%
WAT vs CASY
+261.5%
-232.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +2.0% | +2.5% | -0.5% | +1.6% |
| 30D | +7.7% | +10.2% | -2.5% | +5.8% |
| 3M | +11.1% | -15.7% | +26.8% | +14.3% |
| 6M | +31.2% | -18.4% | +49.6% | +35.3% |
| YTD | +21.7% | +28.3% | -6.6% | +10.7% |
| 1Y | +19.3% | +32.6% | -13.2% | +7.4% |
| 3Y | +80.6% | +159.5% | -78.9% | +28.3% |
| 5Y | +29.5% | +263.9% | -234.4% | -23.0% |
| All | +29.5% | +261.5% | -232.0% | -23.0% |
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