+577.7%
WPM vs CASY
+551.3%
+26.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.5% |
| 7D | +20.8% | +3.6% | +17.2% | +20.4% |
| 30D | +3.8% | +7.2% | -3.4% | +3.1% |
| 3M | +7.4% | -16.9% | +24.3% | +9.1% |
| 6M | +4.0% | -19.3% | +23.3% | +5.7% |
| YTD | +23.0% | +25.6% | -2.6% | +18.1% |
| 1Y | +45.9% | +30.2% | +15.8% | +39.3% |
| 3Y | +242.9% | +154.9% | +88.1% | +205.8% |
| 5Y | +259.5% | +252.1% | +7.4% | +211.9% |
| 10Y | +577.7% | +535.8% | +41.9% | +452.9% |
| All | +577.7% | +551.3% | +26.4% | +452.9% |
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