+1,162.3%
WSM vs CASY
+565.2%
+597.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | -3.0% | +5.8% | -8.8% | -5.0% |
| 30D | +10.1% | +10.7% | -0.6% | +5.9% |
| 3M | +4.9% | -13.9% | +18.8% | +9.9% |
| 6M | +49.8% | -18.4% | +68.2% | +57.3% |
| YTD | +48.7% | +29.6% | +19.1% | +26.5% |
| 1Y | +38.7% | +32.8% | +5.9% | +16.3% |
| 3Y | +269.5% | +162.3% | +107.3% | +115.5% |
| 5Y | +179.0% | +265.0% | -86.0% | +34.0% |
| 10Y | +1,162.3% | +555.4% | +606.9% | +366.5% |
| All | +1,162.3% | +565.2% | +597.1% | +366.5% |
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