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  • WDC vs CASY✓SelectedUSD · CASYWDC vs CASY performance historyLatest closeAs of+2.14%09/08
Stock and ETF performance explorer

WDC vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,245.5%
CASY return
+549.1%
Excess return
+696.4%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D+2.1%-3.0%+5.1%+3.2%
7D+6.0%-4.4%+10.4%+7.6%
30D+9.9%-12.0%+22.0%+14.8%
3M-9.4%-2.3%-7.0%-10.5%
6M+94.7%+10.5%+84.2%+83.5%
YTD+177.4%+33.0%+144.3%+143.5%
1Y+412.6%+41.1%+371.4%+337.1%
3Y+1,359.8%+207.5%+1,152.3%+776.8%
5Y+992.6%+290.7%+701.8%+477.7%
10Y+1,245.5%+556.5%+689.0%+474.2%
All+1,245.5%+549.1%+696.4%+474.2%

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 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