+34.7%
WULF vs CAPR
-65.7%
+100.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.9% | +3.7% | -3.0% |
| 7D | +11.0% | +5.9% | +5.1% | +10.8% |
| 30D | +9.4% | +44.6% | -35.3% | +8.2% |
| 3M | -22.6% | +126.4% | -149.0% | -24.5% |
| 6M | -45.4% | -68.6% | +23.2% | -44.9% |
| YTD | +9.8% | -67.0% | +76.8% | +10.6% |
| 1Y | +8.0% | +65.2% | -57.1% | -0.7% |
| 3Y | +1,149.5% | +235.6% | +913.9% | +1,001.5% |
| 5Y | -55.6% | +175.4% | -231.0% | -61.1% |
| All | +34.7% | -65.7% | +100.4% | +26.9% |
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