-39.6%
WU vs CASY
+468.0%
-507.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.4% | +2.5% |
| 7D | -4.9% | -16.5% | +11.6% | -1.0% |
| 30D | -1.3% | -26.4% | +25.1% | +5.8% |
| 3M | -3.6% | -17.3% | +13.7% | -0.7% |
| 6M | -24.3% | -5.2% | -19.1% | -25.2% |
| YTD | -21.1% | +14.1% | -35.2% | -26.0% |
| 1Y | -10.3% | +16.6% | -26.9% | -16.7% |
| 3Y | -28.4% | +163.7% | -192.1% | -49.4% |
| 5Y | -51.2% | +231.3% | -282.5% | -68.6% |
| 10Y | -39.6% | +462.9% | -502.5% | -67.6% |
| All | -39.6% | +468.0% | -507.6% | -67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling