+7.6%
WOLF vs CASY
+25.8%
-18.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.3% | +17.1% | +16.8% |
| 7D | +8.2% | +1.1% | +7.1% | +8.3% |
| 30D | -24.2% | +8.7% | -32.9% | -24.3% |
| 3M | -13.8% | -17.3% | +3.5% | -12.6% |
| 6M | -44.8% | -19.7% | -25.0% | -40.0% |
| YTD | +36.6% | +24.8% | +11.8% | +20.8% |
| 1Y | +27.6% | +31.9% | -4.3% | +10.0% |
| All | +7.6% | +25.8% | -18.2% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling