+86.1%
WULF vs CARR
-3.6%
+89.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.0% |
| 7D | +7.6% | +1.6% | +6.0% | +6.6% |
| 30D | -8.6% | -8.7% | +0.1% | -2.9% |
| 3M | -37.0% | -12.6% | -24.4% | -31.6% |
| 6M | +7.4% | -1.5% | +9.0% | +7.3% |
| YTD | +43.7% | +14.3% | +29.4% | +38.6% |
| 1Y | +86.1% | -4.6% | +90.7% | +63.3% |
| All | +86.1% | -3.6% | +89.7% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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