+1,695.0%
WULF vs CB
+7,283.6%
-5,588.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.9% |
| 7D | +7.6% | +0.5% | +7.1% | +7.5% |
| 30D | -8.6% | -3.1% | -5.5% | -8.4% |
| 3M | -37.0% | +9.0% | -45.9% | -37.5% |
| 6M | +7.4% | +2.9% | +4.6% | +6.9% |
| YTD | +43.7% | +10.1% | +33.6% | +42.2% |
| 1Y | +86.1% | +22.8% | +63.3% | +82.3% |
| 3Y | +733.8% | +73.8% | +660.0% | +687.8% |
| 5Y | -33.6% | +99.2% | -132.8% | -37.9% |
| 10Y | +76.1% | +218.2% | -142.2% | +58.5% |
| All | +1,695.0% | +7,283.6% | -5,588.6% | +1,362.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling