-30.9%
WULF vs CASY
+234.8%
-265.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.2% | +10.2% | +2.3% |
| 7D | +15.6% | -16.5% | +32.1% | +24.7% |
| 30D | +5.7% | -26.4% | +32.1% | +20.4% |
| 3M | -32.3% | -17.3% | -15.0% | -29.4% |
| 6M | +23.7% | -5.2% | +28.9% | +18.3% |
| YTD | +49.1% | +14.1% | +35.0% | +28.2% |
| 1Y | +66.3% | +16.6% | +49.7% | +40.1% |
| 3Y | +851.7% | +163.7% | +688.0% | +388.1% |
| 5Y | -30.9% | +231.3% | -262.2% | -66.4% |
| All | -30.9% | +234.8% | -265.7% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling