-15.1%
WST vs CASY
+215.7%
-230.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | -3.1% | -11.3% | +8.2% | -2.2% |
| 3M | +7.2% | -0.6% | +7.9% | +6.8% |
| 6M | +36.8% | +10.7% | +26.1% | +34.4% |
| YTD | +23.8% | +37.1% | -13.3% | +18.5% |
| 1Y | +37.8% | +52.3% | -14.5% | +29.8% |
| All | -15.1% | +215.7% | -230.8% | -25.3% |
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 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