+86.1%
WULF vs CAH
+65.8%
+20.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.6% |
| 7D | +7.6% | +5.4% | +2.2% | +8.4% |
| 30D | -8.6% | +3.3% | -12.0% | -8.2% |
| 3M | -37.0% | +22.8% | -59.8% | -35.0% |
| 6M | +7.4% | +11.3% | -3.8% | +8.9% |
| YTD | +43.7% | +21.1% | +22.6% | +49.3% |
| 1Y | +86.1% | +67.2% | +18.9% | +101.2% |
| All | +86.1% | +65.8% | +20.3% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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