+417.7%
WCC vs CASY
+555.0%
-137.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -2.0% |
| 7D | +9.9% | +3.6% | +6.4% | +8.5% |
| 30D | -8.4% | +9.1% | -17.5% | -11.8% |
| 3M | -10.3% | -16.5% | +6.2% | -4.8% |
| 6M | -10.5% | -19.7% | +9.2% | -5.2% |
| YTD | +32.2% | +29.3% | +2.9% | +13.0% |
| 1Y | +25.5% | +33.1% | -7.6% | +5.6% |
| 3Y | +134.7% | +158.5% | -23.8% | +39.5% |
| 5Y | +139.9% | +266.7% | -126.8% | +18.4% |
| All | +417.7% | +555.0% | -137.3% | +105.4% |
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