+167.0%
CVX vs WULF
-28.8%
+195.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.5% |
| 7D | +2.6% | +1.4% | +1.2% | +2.6% |
| 30D | +9.8% | -2.6% | +12.4% | +9.8% |
| 3M | +16.2% | -34.0% | +50.2% | +16.9% |
| 6M | +13.6% | +10.0% | +3.6% | +12.7% |
| YTD | +44.4% | +45.7% | -1.3% | +41.9% |
| 1Y | +40.6% | +57.3% | -16.7% | +37.5% |
| 3Y | +48.2% | +878.9% | -830.8% | +33.4% |
| All | +167.0% | -28.8% | +195.8% | +134.6% |
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