+76.1%
WULF vs CAPR
-78.6%
+154.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.9% | -1.8% | -5.7% |
| 7D | -0.6% | -10.6% | +10.0% | -0.3% |
| 30D | -3.6% | +111.2% | -114.8% | -5.7% |
| 3M | -30.4% | -67.2% | +36.8% | -29.7% |
| 6M | +12.5% | -75.1% | +87.6% | +14.4% |
| YTD | +40.5% | -71.2% | +111.7% | +42.2% |
| 1Y | +53.0% | +31.1% | +21.9% | +41.4% |
| 3Y | +796.7% | +31.3% | +765.3% | +704.5% |
| 5Y | -30.9% | +69.4% | -100.3% | -39.0% |
| All | +76.1% | -78.6% | +154.7% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling