+40,127.9%
WSM vs CASY
+33,247.3%
+6,880.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | +0.9% | +3.6% | -2.7% | -0.3% |
| 30D | +8.6% | +7.2% | +1.4% | +6.2% |
| 3M | +4.2% | -16.9% | +21.2% | +9.6% |
| 6M | +44.6% | -19.3% | +64.0% | +50.8% |
| YTD | +48.5% | +25.6% | +22.9% | +33.8% |
| 1Y | +34.7% | +30.2% | +4.5% | +19.7% |
| 3Y | +271.0% | +154.9% | +116.2% | +159.8% |
| 5Y | +180.9% | +252.1% | -71.2% | +75.6% |
| 10Y | +1,235.4% | +535.8% | +699.5% | +583.4% |
| All | +40,127.9% | +33,247.3% | +6,880.5% | +7,835.5% |
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 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