+508.1%
WCC vs CASY
+549.1%
-40.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +3.7% |
| 7D | +8.5% | -4.4% | +12.8% | +10.4% |
| 30D | -1.0% | -12.0% | +11.1% | +4.0% |
| 3M | +2.1% | -2.3% | +4.5% | +0.1% |
| 6M | +36.8% | +10.5% | +26.3% | +27.1% |
| YTD | +47.7% | +33.0% | +14.7% | +26.2% |
| 1Y | +66.5% | +41.1% | +25.4% | +37.3% |
| 3Y | +134.2% | +207.5% | -73.3% | +29.1% |
| 5Y | +231.6% | +290.7% | -59.1% | +60.9% |
| 10Y | +508.1% | +556.5% | -48.4% | +138.3% |
| All | +508.1% | +549.1% | -40.9% | +138.3% |
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