+642.9%
WDC vs CASY
+555.0%
+87.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.2% |
| 7D | +12.1% | +3.6% | +8.5% | +10.9% |
| 30D | -18.8% | +9.1% | -27.9% | -21.4% |
| 3M | -39.3% | -16.5% | -22.8% | -36.1% |
| 6M | -40.1% | -19.7% | -20.4% | -37.0% |
| YTD | +71.8% | +29.3% | +42.5% | +50.7% |
| 1Y | +88.5% | +33.1% | +55.3% | +62.7% |
| 3Y | +770.0% | +158.5% | +611.5% | +457.8% |
| 5Y | +549.0% | +266.7% | +282.3% | +247.7% |
| All | +642.9% | +555.0% | +87.8% | +217.1% |
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