+39.2%
WULF vs CB
+246.5%
-207.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.4% |
| 7D | +29.4% | 0.0% | +29.3% | +29.3% |
| 30D | -1.3% | +7.4% | -8.7% | -2.0% |
| 3M | -24.1% | +8.6% | -32.7% | -24.8% |
| 6M | -42.8% | +16.1% | -59.0% | -44.0% |
| YTD | +13.5% | +20.2% | -6.7% | +10.2% |
| 1Y | +3.2% | +27.2% | -24.0% | -0.9% |
| 3Y | +1,230.6% | +72.7% | +1,157.9% | +1,076.1% |
| 5Y | -54.1% | +105.9% | -160.0% | -61.0% |
| All | +39.2% | +246.5% | -207.3% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling