+34.7%
WULF vs CB
+250.2%
-215.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.3% |
| 7D | +11.0% | +2.9% | +8.1% | +10.8% |
| 30D | +9.4% | +7.3% | +2.1% | +8.6% |
| 3M | -22.6% | +9.4% | -32.0% | -23.3% |
| 6M | -45.4% | +19.6% | -65.0% | -46.8% |
| YTD | +9.8% | +21.5% | -11.6% | +6.6% |
| 1Y | +8.0% | +28.0% | -20.0% | +3.8% |
| 3Y | +1,149.5% | +74.9% | +1,074.6% | +1,003.0% |
| 5Y | -55.6% | +108.1% | -163.7% | -62.3% |
| All | +34.7% | +250.2% | -215.5% | +18.2% |
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 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