+1,841.8%
WULF vs CASY
+15,868.0%
-14,026.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.0% | +11.2% | +8.5% |
| 7D | +21.9% | -4.4% | +26.3% | +22.4% |
| 30D | +4.6% | -12.0% | +16.6% | +5.7% |
| 3M | -30.9% | -2.3% | -28.6% | -31.2% |
| 6M | +29.9% | +10.5% | +19.4% | +27.9% |
| YTD | +55.4% | +33.0% | +22.4% | +50.5% |
| 1Y | +94.1% | +41.1% | +53.0% | +86.8% |
| 3Y | +892.2% | +207.5% | +684.7% | +798.4% |
| 5Y | -26.7% | +290.7% | -317.5% | -34.5% |
| 10Y | +94.0% | +556.5% | -462.5% | +68.2% |
| All | +1,841.8% | +15,868.0% | -14,026.2% | +1,154.6% |
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