+23.4%
WOLF vs CASY
+15.0%
+8.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -14.2% | +8.7% | -4.5% |
| 7D | +2.4% | -16.5% | +18.9% | +3.5% |
| 30D | -6.9% | -26.4% | +19.5% | -5.5% |
| 3M | -44.1% | -17.3% | -26.8% | -45.0% |
| 6M | +53.6% | -5.2% | +58.8% | +43.9% |
| YTD | +56.7% | +14.1% | +42.6% | +38.7% |
| All | +23.4% | +15.0% | +8.4% | +17.2% |
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 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