+296.2%
WDAY vs CASY
+1,373.4%
-1,077.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.4% | -3.6% |
| 7D | -2.5% | +1.1% | -3.6% | -2.8% |
| 30D | +4.7% | +8.7% | -4.0% | +2.5% |
| 3M | +13.3% | -17.3% | +30.6% | +18.1% |
| 6M | +57.3% | -19.7% | +77.0% | +63.5% |
| YTD | -10.2% | +24.8% | -35.0% | -18.1% |
| 1Y | -14.1% | +31.9% | -46.0% | -23.1% |
| 3Y | -11.7% | +155.4% | -167.1% | -37.1% |
| 5Y | -33.5% | +250.6% | -284.0% | -57.8% |
| 10Y | +133.1% | +556.8% | -423.8% | +15.4% |
| All | +296.2% | +1,373.4% | -1,077.2% | +51.5% |
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