+901.8%
WULF vs CAPR
+36.9%
+864.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -4.0% |
| 7D | +15.6% | -12.6% | +28.2% | +16.0% |
| 30D | +5.7% | +124.4% | -118.7% | +2.9% |
| 3M | -32.3% | -66.8% | +34.5% | -31.5% |
| 6M | +23.7% | -71.8% | +95.5% | +25.7% |
| YTD | +49.1% | -70.1% | +119.1% | +51.1% |
| 1Y | +66.3% | +33.3% | +33.0% | +49.5% |
| All | +901.8% | +36.9% | +864.8% | +452.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling