+5,760.6%
CRM vs WULF
+323.4%
+5,437.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.8% |
| 7D | -4.4% | +1.4% | -5.8% | -4.5% |
| 30D | +28.1% | -2.6% | +30.8% | +28.1% |
| 3M | +48.8% | -34.0% | +82.8% | +50.6% |
| 6M | +28.3% | +10.0% | +18.3% | +26.2% |
| YTD | -6.0% | +45.7% | -51.7% | -9.2% |
| 1Y | +1.4% | +57.3% | -55.9% | -2.9% |
| 3Y | +11.8% | +878.9% | -867.1% | -7.5% |
| 5Y | -2.0% | -28.3% | +26.3% | -17.7% |
| 10Y | +239.6% | +82.7% | +157.0% | +167.7% |
| All | +5,760.6% | +323.4% | +5,437.2% | +4,919.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling