+12,330.1%
WST vs CASY
+36,294.0%
-23,963.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | +7.2% | -0.6% | +7.9% | +6.6% |
| 6M | +36.8% | +10.7% | +26.1% | +33.1% |
| YTD | +23.8% | +37.1% | -13.3% | +15.8% |
| 1Y | +37.8% | +52.3% | -14.5% | +26.1% |
| 3Y | -15.9% | +215.2% | -231.1% | -33.6% |
| 5Y | -25.8% | +276.5% | -302.3% | -43.7% |
| 10Y | +319.6% | +508.4% | -188.8% | +185.9% |
| All | +12,330.1% | +36,294.0% | -23,963.9% | +4,795.6% |
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