+54.1%
WEC vs CASY
+266.7%
-212.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +2.3% | +3.6% | -1.2% | +1.8% |
| 30D | +11.1% | +9.1% | +2.0% | +9.8% |
| 3M | +8.4% | -16.5% | +25.0% | +10.8% |
| 6M | +7.5% | -19.7% | +27.2% | +10.2% |
| YTD | +15.3% | +29.3% | -13.9% | +9.7% |
| 1Y | +9.7% | +33.1% | -23.4% | +3.7% |
| 3Y | +64.7% | +158.5% | -93.9% | +37.0% |
| All | +54.1% | +266.7% | -212.5% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling