+5,202.4%
WPM vs CASY
+3,938.6%
+1,263.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +16.9% | +1.1% | +15.8% | +16.7% |
| 30D | +2.0% | +8.7% | -6.7% | +0.5% |
| 3M | +8.9% | -17.3% | +26.2% | +11.8% |
| 6M | +1.6% | -19.7% | +21.3% | +4.0% |
| YTD | +16.5% | +24.8% | -8.3% | +10.2% |
| 1Y | +42.2% | +31.9% | +10.3% | +33.1% |
| 3Y | +213.3% | +155.4% | +57.9% | +159.6% |
| 5Y | +249.9% | +250.6% | -0.6% | +172.1% |
| 10Y | +549.4% | +556.8% | -7.5% | +332.0% |
| All | +5,202.4% | +3,938.6% | +1,263.8% | +2,124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling