+86.1%
WULF vs CAPR
+48.7%
+37.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | +7.6% | -2.0% | +9.5% | +7.6% |
| 30D | -8.6% | +139.2% | -147.8% | -9.2% |
| 3M | -37.0% | -66.4% | +29.4% | -36.9% |
| 6M | +7.4% | -63.1% | +70.6% | +7.6% |
| YTD | +43.7% | -67.4% | +111.1% | +43.9% |
| 1Y | +86.1% | +58.2% | +27.9% | +93.5% |
| All | +86.1% | +48.7% | +37.4% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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