+901.8%
WULF vs CASY
+163.7%
+738.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.2% | +10.2% | +1.7% |
| 7D | +15.6% | -16.5% | +32.1% | +23.9% |
| 30D | +5.7% | -26.4% | +32.1% | +19.1% |
| 3M | -32.3% | -17.3% | -15.0% | -29.8% |
| 6M | +23.7% | -5.2% | +28.9% | +16.9% |
| YTD | +49.1% | +14.1% | +35.0% | +26.3% |
| 1Y | +66.3% | +16.6% | +49.7% | +37.8% |
| All | +901.8% | +163.7% | +738.0% | +387.4% |
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