+141.1%
WEC vs CASY
+549.1%
-408.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.0% | +1.7% |
| 7D | +0.8% | -4.4% | +5.2% | +1.8% |
| 30D | +0.3% | -12.0% | +12.4% | +3.2% |
| 3M | -2.9% | -2.3% | -0.6% | -3.3% |
| 6M | -5.9% | +10.5% | -16.4% | -9.4% |
| YTD | +4.1% | +33.0% | -28.9% | -4.4% |
| 1Y | +3.1% | +41.1% | -38.0% | -7.0% |
| 3Y | +40.8% | +207.5% | -166.7% | -0.1% |
| 5Y | +31.7% | +290.7% | -259.0% | -14.6% |
| 10Y | +141.1% | +556.5% | -415.4% | +37.9% |
| All | +141.1% | +549.1% | -408.0% | +37.9% |
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