+451.1%
WST vs CASY
+539.5%
-88.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +1.4% | +5.0% | -3.6% | +0.4% |
| 30D | +12.7% | +8.2% | +4.5% | +10.9% |
| 3M | +17.2% | -18.2% | +35.3% | +21.5% |
| 6M | +26.7% | -18.6% | +45.3% | +30.6% |
| YTD | +50.3% | +26.8% | +23.5% | +39.2% |
| 1Y | +50.2% | +31.6% | +18.6% | +37.7% |
| 3Y | +21.7% | +156.5% | -134.8% | -7.9% |
| 5Y | +2.0% | +258.6% | -256.6% | -30.6% |
| 10Y | +451.1% | +550.3% | -99.2% | +215.5% |
| All | +451.1% | +539.5% | -88.4% | +215.5% |
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