+4,360.7%
WEC vs CASY
+33,031.0%
-28,670.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -0.2% | +1.1% | -1.3% | -0.3% |
| 30D | +12.3% | +8.7% | +3.6% | +11.1% |
| 3M | +8.3% | -17.3% | +25.6% | +10.6% |
| 6M | +3.5% | -19.7% | +23.2% | +5.7% |
| YTD | +12.7% | +24.8% | -12.1% | +8.7% |
| 1Y | +8.2% | +31.9% | -23.7% | +3.5% |
| 3Y | +55.9% | +155.4% | -99.5% | +35.9% |
| 5Y | +51.2% | +250.6% | -199.3% | +25.9% |
| 10Y | +177.6% | +556.8% | -379.2% | +113.2% |
| All | +4,360.7% | +33,031.0% | -28,670.3% | +2,387.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling