-38.9%
WU vs CASY
+565.2%
-604.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.3% | -3.6% |
| 7D | +2.1% | +5.8% | -3.7% | +0.8% |
| 30D | +10.1% | +10.7% | -0.6% | +7.5% |
| 3M | -1.1% | -13.9% | +12.7% | +1.9% |
| 6M | -19.8% | -18.4% | -1.3% | -16.9% |
| YTD | -20.8% | +29.6% | -50.4% | -27.9% |
| 1Y | -15.1% | +32.8% | -47.9% | -23.5% |
| 3Y | -23.2% | +162.3% | -185.5% | -44.9% |
| 5Y | -42.6% | +265.0% | -307.6% | -63.8% |
| 10Y | -38.9% | +555.4% | -594.2% | -68.1% |
| All | -38.9% | +565.2% | -604.0% | -68.1% |
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