-22.3%
WY vs CASY
+209.8%
-232.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.1% |
| 7D | -2.1% | -4.4% | +2.3% | -1.5% |
| 30D | -10.5% | -12.0% | +1.6% | -9.1% |
| 3M | -4.9% | -2.3% | -2.5% | -5.5% |
| 6M | -4.9% | +10.5% | -15.4% | -8.2% |
| YTD | -1.7% | +33.0% | -34.7% | -8.3% |
| 1Y | -9.4% | +41.1% | -50.5% | -16.6% |
| 3Y | -22.3% | +207.5% | -229.8% | -38.8% |
| All | -22.3% | +209.8% | -232.1% | -38.8% |
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