-22.1%
WULF vs CAVA
+19.2%
-41.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.8% | -9.4% | -7.3% |
| 7D | -12.8% | +14.2% | -27.1% | -16.5% |
| 30D | -20.9% | +14.6% | -35.5% | -24.5% |
| 3M | -38.0% | -2.3% | -35.7% | -38.5% |
| 6M | -47.5% | -30.5% | -17.0% | -42.4% |
| YTD | +1.8% | +5.6% | -3.8% | -2.1% |
| 1Y | -22.1% | +19.9% | -41.9% | -26.5% |
| All | -22.1% | +19.2% | -41.2% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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