+892.2%
WULF vs CB
+70.7%
+821.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.4% | +9.6% | +7.4% |
| 7D | +21.9% | -0.6% | +22.5% | +21.4% |
| 30D | +4.6% | -3.9% | +8.5% | +2.4% |
| 3M | -30.9% | +4.9% | -35.8% | -28.9% |
| 6M | +29.9% | +3.3% | +26.6% | +33.6% |
| YTD | +55.4% | +8.5% | +46.9% | +63.6% |
| 1Y | +94.1% | +22.1% | +72.1% | +112.8% |
| 3Y | +892.2% | +70.1% | +822.1% | +1,015.7% |
| All | +892.2% | +70.7% | +821.6% | +1,015.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling