-22.1%
WULF vs CCEP
+36.9%
-59.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.8% | -10.5% | -4.8% |
| 7D | -12.8% | +4.2% | -17.1% | -11.0% |
| 30D | -20.9% | +14.2% | -35.1% | -17.6% |
| 3M | -38.0% | +9.1% | -47.2% | -35.7% |
| 6M | -47.5% | +26.9% | -74.4% | -45.9% |
| YTD | +1.8% | +29.1% | -27.3% | +13.5% |
| 1Y | -22.1% | +36.8% | -58.8% | -6.6% |
| All | -22.1% | +36.9% | -59.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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