+4.2%
WBD vs CASY
+234.8%
-230.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.2% | +13.5% | +3.1% |
| 7D | -1.7% | -16.5% | +14.8% | +2.8% |
| 30D | +3.9% | -26.4% | +30.3% | +12.4% |
| 3M | +5.1% | -17.3% | +22.4% | +8.5% |
| 6M | +0.6% | -5.2% | +5.8% | -1.7% |
| YTD | -3.2% | +14.1% | -17.2% | -11.8% |
| 1Y | +127.7% | +16.6% | +111.0% | +104.5% |
| 3Y | +146.6% | +163.7% | -17.2% | +57.8% |
| 5Y | +4.2% | +231.3% | -227.1% | -41.6% |
| All | +4.2% | +234.8% | -230.6% | -41.6% |
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