+328.7%
WM vs CASY
+551.3%
-222.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | -0.5% | +3.6% | -4.0% | -1.3% |
| 30D | +13.3% | +7.2% | +6.1% | +11.5% |
| 3M | +4.4% | -16.9% | +21.3% | +8.5% |
| 6M | +10.8% | -19.3% | +30.2% | +15.3% |
| YTD | +9.1% | +25.6% | -16.6% | +0.6% |
| 1Y | +19.1% | +30.2% | -11.0% | +8.8% |
| 3Y | +45.7% | +154.9% | -109.2% | +8.0% |
| 5Y | +60.4% | +252.1% | -191.7% | +6.0% |
| 10Y | +328.7% | +535.8% | -207.1% | +141.4% |
| All | +328.7% | +551.3% | -222.6% | +141.4% |
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