-39.3%
WU vs CASY
+555.0%
-594.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -2.0% | +3.6% | -5.6% | -2.9% |
| 30D | +11.4% | +9.1% | +2.4% | +9.1% |
| 3M | -6.8% | -16.5% | +9.7% | -3.2% |
| 6M | -14.6% | -19.7% | +5.1% | -11.1% |
| YTD | -20.6% | +29.3% | -49.9% | -27.8% |
| 1Y | -15.4% | +33.1% | -48.5% | -23.8% |
| 3Y | -23.6% | +158.5% | -182.1% | -44.9% |
| 5Y | -43.4% | +266.7% | -310.1% | -64.3% |
| All | -39.3% | +555.0% | -594.3% | -68.0% |
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 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