+3,196.4%
CVX vs WULF
+1,762.4%
+1,434.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.0% |
| 7D | +1.0% | +15.6% | -14.6% | +0.7% |
| 30D | +10.7% | +5.7% | +4.9% | +10.5% |
| 3M | +15.5% | -32.3% | +47.8% | +16.1% |
| 6M | +14.9% | +23.7% | -8.8% | +13.8% |
| YTD | +44.2% | +49.1% | -4.9% | +42.0% |
| 1Y | +43.5% | +66.3% | -22.8% | +40.6% |
| 3Y | +45.0% | +851.7% | -806.7% | +32.7% |
| 5Y | +172.2% | -30.9% | +203.1% | +151.6% |
| 10Y | +221.9% | +86.9% | +135.0% | +185.5% |
| All | +3,196.4% | +1,762.4% | +1,434.0% | +2,681.9% |
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