+30.8%
WAT vs CASY
+250.1%
-219.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | +5.0% | +8.7% | -3.7% | +3.3% |
| 3M | +14.5% | -17.3% | +31.8% | +18.1% |
| 6M | +30.9% | -19.7% | +50.7% | +35.2% |
| YTD | +20.5% | +24.8% | -4.4% | +10.2% |
| 1Y | +23.3% | +31.9% | -8.6% | +10.8% |
| 3Y | +81.5% | +155.4% | -73.9% | +29.2% |
| All | +30.8% | +250.1% | -219.4% | -21.5% |
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