+103.4%
WULF vs CAPR
-99.0%
+202.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.7% | +6.3% | -2.2% |
| 7D | +29.4% | +19.1% | +10.3% | +28.9% |
| 30D | -1.3% | +48.8% | -50.1% | -2.1% |
| 3M | -24.1% | +144.4% | -168.5% | -25.7% |
| 6M | -42.8% | -67.5% | +24.7% | -42.4% |
| YTD | +13.5% | -64.5% | +78.0% | +13.9% |
| 1Y | +3.2% | +74.4% | -71.3% | -3.4% |
| 3Y | +1,230.6% | +265.7% | +964.9% | +1,111.4% |
| 5Y | -54.1% | +196.0% | -250.1% | -58.4% |
| 10Y | +39.2% | -62.4% | +101.5% | +24.0% |
| All | +103.4% | -99.0% | +202.3% | +63.1% |
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