-21.9%
WY vs CASY
+155.2%
-177.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.6% |
| 7D | -0.8% | +3.6% | -4.3% | -1.2% |
| 30D | +10.6% | +7.2% | +3.4% | +9.8% |
| 3M | -16.6% | -16.9% | +0.3% | -15.0% |
| 6M | -8.6% | -19.3% | +10.7% | -6.4% |
| YTD | -8.4% | +25.6% | -34.1% | -14.3% |
| 1Y | -5.1% | +30.2% | -35.3% | -11.9% |
| 3Y | -21.9% | +154.9% | -176.8% | -38.2% |
| All | -21.9% | +155.2% | -177.1% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling