-24.7%
WULF vs CBOE
+136.7%
-161.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +6.0% | +3.2% |
| 7D | +1.4% | -5.8% | +7.2% | -0.1% |
| 30D | -2.6% | -3.1% | +0.5% | -3.4% |
| 3M | -34.0% | -4.8% | -29.2% | -34.2% |
| 6M | +10.0% | -0.6% | +10.5% | +11.3% |
| YTD | +45.7% | +12.8% | +32.9% | +50.6% |
| 1Y | +57.3% | +19.8% | +37.6% | +64.4% |
| 3Y | +878.9% | +86.9% | +792.0% | +790.0% |
| All | -24.7% | +136.7% | -161.4% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling