+76.1%
WULF vs CASY
+464.4%
-388.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | -0.6% | -17.2% | +16.7% | +3.8% |
| 30D | -3.6% | -24.4% | +20.7% | +2.5% |
| 3M | -30.4% | -31.4% | +1.0% | -24.4% |
| 6M | +12.5% | -8.9% | +21.4% | +12.4% |
| YTD | +40.5% | +13.8% | +26.6% | +32.5% |
| 1Y | +53.0% | +17.0% | +36.0% | +43.0% |
| 3Y | +796.7% | +163.1% | +633.5% | +608.7% |
| 5Y | -30.9% | +239.0% | -269.9% | -46.3% |
| All | +76.1% | +464.4% | -388.3% | +43.8% |
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 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