+23.7%
WULF vs CAG
-17.4%
+41.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.7% |
| 7D | +15.6% | -6.6% | +22.2% | +11.3% |
| 30D | +5.7% | +2.3% | +3.4% | +6.9% |
| 3M | -32.3% | +16.3% | -48.6% | -27.2% |
| 6M | +23.7% | -16.0% | +39.7% | +26.0% |
| All | +23.7% | -17.4% | +41.0% | +26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling