+298.2%
WBD vs CASY
+4,444.8%
-4,146.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +8.8% | -11.3% | +20.1% | +12.8% |
| 3M | +4.6% | -0.6% | +5.3% | +3.2% |
| 6M | +1.1% | +10.7% | -9.6% | -4.2% |
| YTD | -2.0% | +37.1% | -39.1% | -13.7% |
| 1Y | +140.0% | +52.3% | +87.7% | +103.1% |
| 3Y | +144.4% | +215.2% | -70.8% | +59.0% |
| 5Y | -0.2% | +276.5% | -276.7% | -39.3% |
| 10Y | +9.1% | +508.4% | -499.2% | -45.2% |
| All | +298.2% | +4,444.8% | -4,146.6% | +1.8% |
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