+86.1%
WULF vs CAG
-13.1%
+99.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.3% |
| 7D | +7.6% | -3.8% | +11.3% | +5.8% |
| 30D | -8.6% | +3.1% | -11.8% | -7.4% |
| 3M | -37.0% | +23.5% | -60.4% | -31.4% |
| 6M | +7.4% | -14.8% | +22.3% | +5.9% |
| YTD | +43.7% | -5.4% | +49.1% | +43.9% |
| 1Y | +86.1% | -11.8% | +97.9% | +85.8% |
| All | +86.1% | -13.1% | +99.2% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling