+29.0%
WCN vs CASY
+274.3%
-245.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.6% |
| 7D | -0.4% | -4.4% | +3.9% | +0.3% |
| 30D | -2.1% | -12.0% | +9.9% | -0.2% |
| 3M | +6.4% | -2.3% | +8.7% | +5.9% |
| 6M | -3.7% | +10.5% | -14.2% | -6.7% |
| YTD | -6.4% | +33.0% | -39.4% | -13.0% |
| 1Y | -7.9% | +41.1% | -49.1% | -15.7% |
| 3Y | +20.8% | +207.5% | -186.7% | -9.6% |
| 5Y | +29.0% | +290.7% | -261.7% | -11.2% |
| All | +29.0% | +274.3% | -245.3% | -11.2% |
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