-22.1%
WULF vs CB
+34.9%
-56.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.7% | -3.8% |
| 7D | -12.8% | +5.3% | -18.1% | -6.1% |
| 30D | -20.9% | +13.2% | -34.1% | -6.0% |
| 3M | -38.0% | +7.8% | -45.8% | -30.6% |
| 6M | -47.5% | +15.8% | -63.3% | -34.7% |
| YTD | +1.8% | +21.0% | -19.1% | +37.8% |
| 1Y | -22.1% | +32.2% | -54.2% | +32.2% |
| All | -22.1% | +34.9% | -56.9% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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