+465.9%
WCC vs CASY
+551.3%
-85.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.5% | +7.9% |
| 7D | -5.7% | +3.6% | -9.3% | -7.1% |
| 30D | -13.5% | +7.2% | -20.7% | -16.1% |
| 3M | -12.9% | -16.9% | +4.1% | -7.5% |
| 6M | -10.7% | -19.3% | +8.7% | -5.9% |
| YTD | +30.0% | +25.6% | +4.3% | +12.3% |
| 1Y | +24.7% | +30.2% | -5.4% | +5.7% |
| 3Y | +136.6% | +154.9% | -18.3% | +41.3% |
| 5Y | +143.9% | +252.1% | -108.2% | +22.5% |
| 10Y | +465.9% | +535.8% | -69.9% | +129.2% |
| All | +465.9% | +551.3% | -85.4% | +129.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling