+23.7%
WULF vs CB
+4.1%
+19.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -3.7% |
| 7D | +15.6% | -0.5% | +16.1% | +14.7% |
| 30D | +5.7% | -3.1% | +8.8% | +1.9% |
| 3M | -32.3% | +4.2% | -36.5% | -28.4% |
| 6M | +23.7% | +4.7% | +19.0% | +35.4% |
| All | +23.7% | +4.1% | +19.5% | +35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling