+1,191.1%
WULF vs CAPR
+264.4%
+926.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.7% | +6.3% | -2.1% |
| 7D | +29.4% | +19.1% | +10.3% | +28.6% |
| 30D | -1.3% | +48.8% | -50.1% | -2.5% |
| 3M | -24.1% | +144.4% | -168.5% | -26.4% |
| 6M | -42.8% | -67.5% | +24.7% | -42.3% |
| YTD | +13.5% | -64.5% | +78.0% | +14.1% |
| 1Y | +3.2% | +74.4% | -71.3% | -7.0% |
| All | +1,191.1% | +264.4% | +926.7% | +293.8% |
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 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