+157.5%
WULF vs CAPR
-99.1%
+256.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | +7.6% | -2.0% | +9.5% | +7.6% |
| 30D | -8.6% | +139.2% | -147.8% | -10.4% |
| 3M | -37.0% | -66.4% | +29.4% | -36.5% |
| 6M | +7.4% | -63.1% | +70.6% | +8.0% |
| YTD | +43.7% | -67.4% | +111.1% | +44.7% |
| 1Y | +86.1% | +58.2% | +27.9% | +74.4% |
| 3Y | +733.8% | +42.2% | +691.6% | +669.6% |
| 5Y | -33.6% | +87.3% | -120.8% | -39.4% |
| 10Y | +76.1% | -75.3% | +151.3% | +57.9% |
| All | +157.5% | -99.1% | +256.5% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling