+1,016.3%
WULF vs CART
+14.3%
+1,002.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -6.0% | +14.2% | +10.3% |
| 7D | +21.9% | -4.1% | +26.0% | +23.4% |
| 30D | +4.6% | -4.3% | +8.9% | +5.6% |
| 3M | -30.9% | +13.1% | -44.1% | -35.3% |
| 6M | +29.9% | +26.0% | +3.9% | +13.6% |
| YTD | +55.4% | +6.7% | +48.7% | +45.9% |
| 1Y | +94.1% | +6.3% | +87.9% | +79.9% |
| All | +1,016.3% | +14.3% | +1,002.0% | +627.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling