+688.7%
WULF vs CART
+40.2%
+648.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | +11.0% | +1.3% | +9.7% | +10.5% |
| 30D | +9.4% | +19.2% | -9.8% | +2.6% |
| 3M | -22.6% | +17.6% | -40.2% | -27.4% |
| 6M | -45.4% | +47.4% | -92.8% | -54.0% |
| YTD | +9.8% | +30.9% | -21.0% | -4.4% |
| 1Y | +8.0% | +46.0% | -37.9% | -11.0% |
| 3Y | +1,149.5% | +130.3% | +1,019.2% | +606.4% |
| All | +688.7% | +40.2% | +648.6% | +376.8% |
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