+1.9%
WY vs CASY
+555.0%
-553.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -0.8% | +3.6% | -4.4% | -2.2% |
| 30D | +10.1% | +9.1% | +1.1% | +6.3% |
| 3M | -15.4% | -16.5% | +1.1% | -9.8% |
| 6M | -8.3% | -19.7% | +11.4% | -2.3% |
| YTD | -9.8% | +29.3% | -39.1% | -23.5% |
| 1Y | -3.9% | +33.1% | -37.0% | -19.9% |
| 3Y | -23.3% | +158.5% | -181.8% | -56.5% |
| 5Y | -31.2% | +266.7% | -297.9% | -69.0% |
| All | +1.9% | +555.0% | -553.1% | -63.7% |
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