+195.2%
WEC vs CASY
+550.0%
-354.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | -0.7% | +2.5% | -3.2% | -1.3% |
| 30D | +11.0% | +10.2% | +0.7% | +8.5% |
| 3M | +8.6% | -15.7% | +24.3% | +12.4% |
| 6M | +6.2% | -18.4% | +24.5% | +10.0% |
| YTD | +14.3% | +28.3% | -14.0% | +5.3% |
| 1Y | +8.4% | +32.6% | -24.2% | -1.1% |
| 3Y | +62.9% | +159.5% | -96.6% | +20.8% |
| 5Y | +55.8% | +263.9% | -208.1% | +2.5% |
| All | +195.2% | +550.0% | -354.8% | +68.5% |
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 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