-0.6%
WST vs CASY
+261.5%
-262.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | +4.9% | +2.5% | +2.4% | +4.5% |
| 30D | +10.7% | +10.2% | +0.5% | +8.9% |
| 3M | +16.8% | -15.7% | +32.5% | +19.8% |
| 6M | +32.0% | -18.4% | +50.3% | +35.7% |
| YTD | +49.9% | +28.3% | +21.7% | +39.3% |
| 1Y | +50.6% | +32.6% | +18.1% | +38.7% |
| 3Y | +21.4% | +159.5% | -138.1% | -9.0% |
| 5Y | -0.6% | +263.9% | -264.5% | -38.7% |
| All | -0.6% | +261.5% | -262.1% | -38.7% |
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