+107.7%
COST vs WULF
-28.8%
+136.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.5% | +0.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.2% |
| 30D | -4.7% | -2.6% | -2.1% | -4.7% |
| 3M | -7.1% | -34.0% | +26.8% | -6.3% |
| 6M | -8.5% | +10.0% | -18.5% | -9.4% |
| YTD | +5.4% | +45.7% | -40.3% | +3.1% |
| 1Y | -5.6% | +57.3% | -63.0% | -8.2% |
| 3Y | +68.5% | +878.9% | -810.5% | +47.6% |
| All | +107.7% | -28.8% | +136.5% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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