+7.2%
WTW vs CASY
-4.4%
+11.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -14.2% | +10.7% | -3.5% |
| 7D | -7.1% | -16.5% | +9.4% | -7.2% |
| 30D | -8.5% | -26.4% | +17.8% | -9.3% |
| 3M | +20.6% | -17.3% | +37.9% | +21.2% |
| 6M | +7.2% | -5.2% | +12.4% | +8.5% |
| All | +7.2% | -4.4% | +11.6% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling