-25.4%
WST vs CASY
+276.6%
-302.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | +7.2% | -0.6% | +7.9% | +6.5% |
| 6M | +36.8% | +10.7% | +26.1% | +32.5% |
| YTD | +23.8% | +37.1% | -13.3% | +14.6% |
| 1Y | +37.8% | +52.3% | -14.5% | +24.1% |
| 3Y | -15.9% | +215.2% | -231.1% | -38.9% |
| All | -25.4% | +276.6% | -302.1% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling