+3,978.4%
WEC vs CASY
+36,294.0%
-32,315.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | -1.3% | -11.3% | +10.1% | +0.2% |
| 3M | -3.9% | -0.6% | -3.3% | -4.2% |
| 6M | -8.3% | +10.7% | -19.0% | -10.0% |
| YTD | +3.1% | +37.1% | -34.1% | -1.6% |
| 1Y | +1.9% | +52.3% | -50.4% | -4.1% |
| 3Y | +41.9% | +215.2% | -173.3% | +20.6% |
| 5Y | +30.8% | +276.5% | -245.7% | +8.0% |
| 10Y | +141.9% | +508.4% | -366.4% | +87.0% |
| All | +3,978.4% | +36,294.0% | -32,315.6% | +2,152.2% |
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 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