+132.1%
WFC vs CASY
+549.1%
-416.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.2% |
| 7D | +1.1% | -4.4% | +5.4% | +2.6% |
| 30D | +0.8% | -12.0% | +12.9% | +5.3% |
| 3M | +9.3% | -2.3% | +11.6% | +8.1% |
| 6M | +10.6% | +10.5% | +0.1% | +3.4% |
| YTD | -4.1% | +33.0% | -37.1% | -17.0% |
| 1Y | +13.6% | +41.1% | -27.6% | -4.7% |
| 3Y | +130.7% | +207.5% | -76.8% | +30.8% |
| 5Y | +126.7% | +290.7% | -164.0% | +11.0% |
| 10Y | +132.1% | +556.5% | -424.3% | -5.8% |
| All | +132.1% | +549.1% | -416.9% | -5.8% |
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