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  • WAT vs CASY✓SelectedUSD · CASYWAT vs CASY performance historyLatest closeAs of-1.01%09/04
Stock and ETF performance explorer

WAT vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+10,726.6%
CASY return
+8,749.6%
Excess return
+1,976.9%
Maximum drawdown
-80.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D-1.0%-0.3%-0.7%-0.9%
7D-1.3%+0.1%-1.4%-1.3%
30D+2.3%-11.3%+13.7%+5.2%
3M+8.7%-0.6%+9.4%+7.5%
6M+28.3%+10.7%+17.6%+23.2%
YTD+7.8%+37.1%-29.3%-2.1%
1Y+36.6%+52.3%-15.7%+20.4%
3Y+45.7%+215.2%-169.5%+4.7%
5Y-3.3%+276.5%-279.8%-34.2%
10Y+162.1%+508.4%-346.3%+54.1%
All+10,726.6%+8,749.6%+1,976.9%+3,038.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling