+122.5%
WCC vs CASY
+250.1%
-127.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | -14.7% | +1.1% | -15.8% | -15.1% |
| 30D | -20.1% | +8.7% | -28.8% | -22.3% |
| 3M | -21.2% | -17.3% | -3.8% | -16.9% |
| 6M | -19.2% | -19.7% | +0.6% | -14.9% |
| YTD | +20.2% | +24.8% | -4.6% | +5.2% |
| 1Y | +14.5% | +31.9% | -17.4% | -2.5% |
| 3Y | +115.1% | +155.4% | -40.3% | +28.5% |
| All | +122.5% | +250.1% | -127.6% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling