+34.7%
WULF vs CASY
+555.0%
-520.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +11.0% | +3.6% | +7.4% | +10.2% |
| 30D | +9.4% | +9.1% | +0.3% | +6.9% |
| 3M | -22.6% | -16.5% | -6.1% | -19.8% |
| 6M | -45.4% | -19.7% | -25.7% | -43.4% |
| YTD | +9.8% | +29.3% | -19.4% | +0.1% |
| 1Y | +8.0% | +33.1% | -25.1% | -2.4% |
| 3Y | +1,149.5% | +158.5% | +991.0% | +871.7% |
| 5Y | -55.6% | +266.7% | -322.3% | -66.7% |
| All | +34.7% | +555.0% | -520.3% | +5.1% |
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 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