+82.7%
WULF vs CAG
-36.2%
+118.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.6% |
| 7D | +1.4% | -5.7% | +7.1% | +0.2% |
| 30D | -2.6% | -2.4% | -0.2% | -3.0% |
| 3M | -34.0% | +9.8% | -43.8% | -32.5% |
| 6M | +10.0% | -10.8% | +20.8% | +8.9% |
| YTD | +45.7% | -10.8% | +56.5% | +44.6% |
| 1Y | +57.3% | -19.0% | +76.3% | +54.1% |
| 3Y | +878.9% | -39.7% | +918.6% | +822.8% |
| 5Y | -28.3% | -43.0% | +14.7% | -32.3% |
| All | +82.7% | -36.2% | +118.8% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling