+57.3%
WULF vs CAH
+57.9%
-0.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.6% |
| 7D | +1.4% | -5.1% | +6.5% | +0.6% |
| 30D | -2.6% | +0.2% | -2.8% | -2.6% |
| 3M | -34.0% | +6.3% | -40.3% | -33.4% |
| 6M | +10.0% | +9.4% | +0.6% | +11.4% |
| YTD | +45.7% | +15.0% | +30.7% | +50.1% |
| 1Y | +57.3% | +55.4% | +1.9% | +68.1% |
| All | +57.3% | +57.9% | -0.6% | +68.1% |
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