+34,755.7%
WSM vs CASY
+36,294.0%
-1,538.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -3.3% | +0.1% | -3.3% | -3.3% |
| 30D | -8.4% | -11.3% | +3.0% | -5.1% |
| 3M | +9.7% | -0.6% | +10.3% | +7.9% |
| 6M | +16.7% | +10.7% | +6.0% | +10.4% |
| YTD | +28.7% | +37.1% | -8.4% | +13.5% |
| 1Y | +13.7% | +52.3% | -38.6% | -3.5% |
| 3Y | +230.1% | +215.2% | +14.9% | +116.3% |
| 5Y | +179.0% | +276.5% | -97.5% | +71.8% |
| 10Y | +1,002.5% | +508.4% | +494.2% | +473.0% |
| All | +34,755.7% | +36,294.0% | -1,538.3% | +6,632.3% |
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