-22.1%
WULF vs CART
+61.3%
-83.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.6% | -8.2% | -6.6% |
| 7D | -12.8% | +1.4% | -14.2% | -12.8% |
| 30D | -20.9% | +29.7% | -50.6% | -19.8% |
| 3M | -38.0% | +29.7% | -67.8% | -37.3% |
| 6M | -47.5% | +36.8% | -84.3% | -46.6% |
| YTD | +1.8% | +31.7% | -29.8% | -0.6% |
| 1Y | -22.1% | +62.4% | -84.4% | -28.0% |
| All | -22.1% | +61.3% | -83.4% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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