+131.4%
WCC vs CASY
+220.7%
-89.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +3.9% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | -5.8% | -11.3% | +5.6% | -3.2% |
| 3M | -3.7% | -0.6% | -3.0% | -5.2% |
| 6M | +23.1% | +10.7% | +12.3% | +17.1% |
| YTD | +44.2% | +37.1% | +7.0% | +28.6% |
| 1Y | +62.1% | +52.3% | +9.8% | +38.7% |
| All | +131.4% | +220.7% | -89.3% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling