+266.3%
WMB vs CASY
+539.5%
-273.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | -6.9% | +5.0% | -11.9% | -8.0% |
| 30D | -7.2% | +8.2% | -15.4% | -9.0% |
| 3M | -5.4% | -18.2% | +12.7% | -1.4% |
| 6M | -4.9% | -18.6% | +13.7% | -1.4% |
| YTD | +14.7% | +26.8% | -12.1% | +5.3% |
| 1Y | +14.7% | +31.6% | -16.9% | +4.0% |
| 3Y | +116.4% | +156.5% | -40.1% | +59.6% |
| 5Y | +198.5% | +258.6% | -60.1% | +96.0% |
| 10Y | +266.3% | +550.3% | -284.0% | +106.5% |
| All | +266.3% | +539.5% | -273.2% | +106.5% |
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 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