+53.0%
WULF vs CAPR
+26.9%
+26.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.9% | -1.8% | -5.8% |
| 7D | -0.6% | -10.6% | +10.0% | -0.5% |
| 30D | -3.6% | +111.2% | -114.8% | -4.1% |
| 3M | -30.4% | -67.2% | +36.8% | -30.3% |
| 6M | +12.5% | -75.1% | +87.6% | +12.7% |
| YTD | +40.5% | -71.2% | +111.7% | +40.7% |
| 1Y | +53.0% | +31.1% | +21.9% | +60.5% |
| All | +53.0% | +26.9% | +26.1% | +60.5% |
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