+303.7%
WMB vs CASY
+568.7%
-265.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +3.3% | -11.3% | +14.6% | +6.2% |
| 3M | +3.1% | -0.6% | +3.8% | +2.2% |
| 6M | -0.7% | +10.7% | -11.4% | -4.6% |
| YTD | +25.2% | +37.1% | -12.0% | +13.3% |
| 1Y | +32.9% | +52.3% | -19.4% | +16.5% |
| 3Y | +140.6% | +215.2% | -74.6% | +68.0% |
| 5Y | +273.5% | +276.5% | -3.0% | +143.7% |
| All | +303.7% | +568.7% | -265.1% | +122.9% |
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