+238.5%
WCN vs CASY
+468.0%
-229.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.2% | +13.1% | +1.8% |
| 7D | -1.7% | -16.5% | +14.8% | +1.8% |
| 30D | -3.0% | -26.4% | +23.4% | +3.1% |
| 3M | +2.5% | -17.3% | +19.8% | +5.5% |
| 6M | -5.7% | -5.2% | -0.5% | -6.4% |
| YTD | -7.4% | +14.1% | -21.5% | -12.3% |
| 1Y | -8.6% | +16.6% | -25.2% | -14.1% |
| 3Y | +19.4% | +163.7% | -144.3% | -10.4% |
| 5Y | +27.2% | +231.3% | -204.1% | -11.1% |
| 10Y | +238.5% | +462.9% | -224.4% | +109.4% |
| All | +238.5% | +468.0% | -229.5% | +109.4% |
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