+770.0%
WDC vs CASY
+161.8%
+608.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.1% |
| 7D | +12.1% | +3.6% | +8.5% | +11.6% |
| 30D | -18.8% | +9.1% | -27.9% | -20.0% |
| 3M | -39.3% | -16.5% | -22.8% | -37.5% |
| 6M | -40.1% | -19.7% | -20.4% | -37.5% |
| YTD | +71.8% | +29.3% | +42.5% | +58.5% |
| 1Y | +88.5% | +33.1% | +55.3% | +72.0% |
| 3Y | +770.0% | +158.5% | +611.5% | +538.8% |
| All | +770.0% | +161.8% | +608.2% | +538.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling