+94.1%
WULF vs CART
+5.2%
+88.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -6.0% | +14.2% | +7.7% |
| 7D | +21.9% | -4.1% | +26.0% | +21.5% |
| 30D | +4.6% | -4.3% | +8.9% | +4.3% |
| 3M | -30.9% | +13.1% | -44.1% | -30.7% |
| 6M | +29.9% | +26.0% | +3.9% | +30.6% |
| YTD | +55.4% | +6.7% | +48.7% | +52.3% |
| 1Y | +94.1% | +6.3% | +87.9% | +91.4% |
| All | +94.1% | +5.2% | +88.9% | +91.4% |
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