-22.1%
WULF vs CARR
-1.4%
-20.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.1% | -7.0% |
| 7D | -12.8% | -0.7% | -12.2% | -12.3% |
| 30D | -20.9% | +0.3% | -21.2% | -21.1% |
| 3M | -38.0% | -14.9% | -23.1% | -29.5% |
| 6M | -47.5% | -14.9% | -32.7% | -41.1% |
| YTD | +1.8% | +7.0% | -5.2% | -8.3% |
| 1Y | -22.1% | -1.8% | -20.3% | -24.8% |
| All | -22.1% | -1.4% | -20.6% | -24.8% |
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