-53.5%
WULF vs CB
+105.3%
-158.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.0% | +6.4% |
| 7D | +14.2% | -1.0% | +15.2% | +14.1% |
| 30D | -0.1% | +7.3% | -7.4% | +0.4% |
| 3M | -20.2% | +7.0% | -27.3% | -19.8% |
| 6M | -42.8% | +16.3% | -59.2% | -43.0% |
| YTD | +16.3% | +19.7% | -3.5% | +15.3% |
| 1Y | +8.0% | +27.8% | -19.8% | +5.7% |
| 3Y | +1,263.3% | +72.0% | +1,191.3% | +1,043.2% |
| 5Y | -53.5% | +104.9% | -158.4% | -62.9% |
| All | -53.5% | +105.3% | -158.8% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling