+232.6%
WSM vs CASY
+209.8%
+22.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.5% |
| 7D | +2.6% | -4.4% | +6.9% | +3.1% |
| 30D | -9.5% | -12.0% | +2.5% | -8.2% |
| 3M | +12.9% | -2.3% | +15.2% | +11.8% |
| 6M | +23.0% | +10.5% | +12.5% | +17.7% |
| YTD | +28.9% | +33.0% | -4.1% | +18.2% |
| 1Y | +13.7% | +41.1% | -27.5% | +2.5% |
| 3Y | +232.6% | +207.5% | +25.1% | +166.0% |
| All | +232.6% | +209.8% | +22.8% | +166.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling