+53.0%
WULF vs CB
+23.6%
+29.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -5.4% |
| 7D | -0.6% | -2.8% | +2.2% | -3.4% |
| 30D | -3.6% | -2.4% | -1.2% | -6.1% |
| 3M | -30.4% | +2.8% | -33.2% | -27.5% |
| 6M | +12.5% | +4.8% | +7.7% | +21.5% |
| YTD | +40.5% | +9.2% | +31.3% | +60.8% |
| 1Y | +53.0% | +22.8% | +30.2% | +99.5% |
| All | +53.0% | +23.6% | +29.4% | +99.5% |
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