+508.5%
WPM vs CASY
+549.1%
-40.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.4% |
| 7D | +7.0% | -4.4% | +11.4% | +7.5% |
| 30D | +15.7% | -12.0% | +27.8% | +17.2% |
| 3M | +35.2% | -2.3% | +37.5% | +34.4% |
| 6M | +6.1% | +10.5% | -4.4% | +3.7% |
| YTD | +32.6% | +33.0% | -0.5% | +26.7% |
| 1Y | +46.9% | +41.1% | +5.8% | +39.2% |
| 3Y | +276.3% | +207.5% | +68.8% | +229.7% |
| 5Y | +260.0% | +290.7% | -30.7% | +209.1% |
| 10Y | +508.5% | +556.5% | -48.0% | +418.1% |
| All | +508.5% | +549.1% | -40.5% | +418.1% |
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