+507.9%
WULF vs CARR
+421.5%
+86.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.0% |
| 7D | +1.4% | -3.8% | +5.2% | +3.5% |
| 30D | -2.6% | -8.9% | +6.3% | +2.2% |
| 3M | -34.0% | -17.3% | -16.7% | -27.3% |
| 6M | +10.0% | -1.4% | +11.4% | +11.2% |
| YTD | +45.7% | +10.0% | +35.7% | +39.6% |
| 1Y | +57.3% | -6.4% | +63.7% | +62.3% |
| 3Y | +878.9% | +1.5% | +877.4% | +907.5% |
| 5Y | -28.3% | +9.3% | -37.6% | -33.4% |
| All | +507.9% | +421.5% | +86.4% | +536.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling