+82.7%
WULF vs CBOE
+368.5%
-285.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +6.0% | +3.7% |
| 7D | +1.4% | -5.8% | +7.2% | +1.3% |
| 30D | -2.6% | -3.1% | +0.5% | -2.7% |
| 3M | -34.0% | -4.8% | -29.2% | -33.9% |
| 6M | +10.0% | -0.6% | +10.5% | +9.7% |
| YTD | +45.7% | +12.8% | +32.9% | +44.4% |
| 1Y | +57.3% | +19.8% | +37.6% | +55.7% |
| 3Y | +878.9% | +86.9% | +792.0% | +780.2% |
| 5Y | -28.3% | +136.5% | -164.8% | -39.2% |
| All | +82.7% | +368.5% | -285.8% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling