+1,148.8%
WTW vs CASY
+7,801.3%
-6,652.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -2.3% | +2.5% | -4.8% | -2.8% |
| 30D | +10.7% | +10.2% | +0.5% | +8.4% |
| 3M | -3.1% | -15.7% | +12.6% | +0.1% |
| 6M | +31.7% | -18.4% | +50.0% | +36.0% |
| YTD | +1.1% | +28.3% | -27.2% | -5.9% |
| 1Y | +4.1% | +32.6% | -28.5% | -3.9% |
| 3Y | +42.1% | +159.5% | -117.4% | +11.4% |
| 5Y | +52.2% | +263.9% | -211.7% | +9.8% |
| 10Y | +210.9% | +548.5% | -337.5% | +94.8% |
| All | +1,148.8% | +7,801.3% | -6,652.5% | +380.0% |
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