-22.1%
WULF vs CAH
+38.5%
-60.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.6% | -10.2% | -5.4% |
| 7D | -12.8% | +7.0% | -19.8% | -10.7% |
| 30D | -20.9% | +12.4% | -33.3% | -17.7% |
| 3M | -38.0% | +12.2% | -50.2% | -35.5% |
| 6M | -47.5% | +33.2% | -80.7% | -43.8% |
| YTD | +1.8% | +28.4% | -26.5% | +10.6% |
| 1Y | -22.1% | +35.0% | -57.1% | -17.6% |
| All | -22.1% | +38.5% | -60.6% | -17.6% |
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