+1,168.2%
WULF vs CAVA
+33.0%
+1,135.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +2.1% |
| 7D | +1.4% | -8.0% | +9.4% | +5.3% |
| 30D | -2.6% | -19.6% | +16.9% | +7.1% |
| 3M | -34.0% | -36.7% | +2.7% | -20.3% |
| 6M | +10.0% | -30.6% | +40.6% | +26.0% |
| YTD | +45.7% | -4.8% | +50.5% | +39.5% |
| 1Y | +57.3% | -13.1% | +70.5% | +55.0% |
| 3Y | +878.9% | +48.8% | +830.2% | +779.9% |
| All | +1,168.2% | +33.0% | +1,135.1% | +1,059.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling