-22.1%
WULF vs CBOE
+39.5%
-61.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.3% | -6.9% | -6.5% |
| 7D | -12.8% | +7.7% | -20.6% | -9.7% |
| 30D | -20.9% | +24.4% | -45.3% | -13.5% |
| 3M | -38.0% | +20.0% | -58.1% | -33.1% |
| 6M | -47.5% | +2.4% | -49.9% | -45.3% |
| YTD | +1.8% | +38.5% | -36.7% | -0.6% |
| 1Y | -22.1% | +39.0% | -61.0% | -23.7% |
| All | -22.1% | +39.5% | -61.5% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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