+82.7%
WULF vs CAH
+294.8%
-212.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | +1.4% | -5.1% | +6.5% | +1.9% |
| 30D | -2.6% | +0.2% | -2.8% | -2.7% |
| 3M | -34.0% | +6.3% | -40.3% | -34.5% |
| 6M | +10.0% | +9.4% | +0.6% | +8.7% |
| YTD | +45.7% | +15.0% | +30.7% | +42.7% |
| 1Y | +57.3% | +55.4% | +1.9% | +47.7% |
| 3Y | +878.9% | +173.8% | +705.1% | +745.7% |
| 5Y | -28.3% | +395.2% | -423.5% | -44.7% |
| All | +82.7% | +294.8% | -212.2% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling