+14,518.0%
WST vs CASY
+33,031.0%
-18,513.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | +9.1% | +8.7% | +0.4% | +7.4% |
| 3M | +14.7% | -17.3% | +32.0% | +18.0% |
| 6M | +28.0% | -19.7% | +47.7% | +31.6% |
| YTD | +45.6% | +24.8% | +20.8% | +37.9% |
| 1Y | +45.7% | +31.9% | +13.8% | +36.4% |
| 3Y | +21.1% | +155.4% | -134.3% | -0.9% |
| 5Y | +0.3% | +250.6% | -250.2% | -23.0% |
| 10Y | +449.0% | +556.8% | -107.8% | +268.5% |
| All | +14,518.0% | +33,031.0% | -18,513.0% | +5,731.3% |
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