+1,713.7%
WCC vs CASY
+7,152.8%
-5,439.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | -5.8% | -11.3% | +5.6% | -1.6% |
| 3M | -3.7% | -0.6% | -3.0% | -5.7% |
| 6M | +23.1% | +10.7% | +12.3% | +15.7% |
| YTD | +44.2% | +37.1% | +7.0% | +24.6% |
| 1Y | +62.1% | +52.3% | +9.8% | +33.6% |
| 3Y | +121.1% | +215.2% | -94.1% | +34.1% |
| 5Y | +214.0% | +276.5% | -62.5% | +76.6% |
| 10Y | +472.8% | +508.4% | -35.6% | +160.7% |
| All | +1,713.7% | +7,152.8% | -5,439.1% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling