+22.3%
WM vs CASY
+32.1%
-9.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.0% |
| 7D | +4.5% | +1.8% | +2.7% | +4.3% |
| 30D | +16.1% | +11.2% | +4.9% | +15.3% |
| 3M | +8.0% | -19.1% | +27.1% | +9.2% |
| 6M | +8.4% | -19.9% | +28.3% | +8.9% |
| YTD | +11.2% | +25.2% | -14.0% | +5.6% |
| 1Y | +22.3% | +31.6% | -9.3% | +13.2% |
| All | +22.3% | +32.1% | -9.8% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling