+131.0%
WDAY vs CASY
+565.2%
-434.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | -5.3% | +5.8% | -11.1% | -6.5% |
| 30D | +1.5% | +10.7% | -9.2% | -0.8% |
| 3M | +5.5% | -13.9% | +19.3% | +8.5% |
| 6M | +57.4% | -18.4% | +75.9% | +62.8% |
| YTD | -11.0% | +29.6% | -40.6% | -19.2% |
| 1Y | -15.8% | +32.8% | -48.6% | -24.2% |
| 3Y | -16.9% | +162.3% | -179.1% | -40.6% |
| 5Y | -35.3% | +265.0% | -300.3% | -59.0% |
| 10Y | +131.0% | +555.4% | -424.3% | +18.8% |
| All | +131.0% | +565.2% | -434.1% | +18.8% |
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