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  • WULF vs CDE✓SelectedUSD · CDEWULF vs CDE performance historyLatest closeAs of+1.73%09/04
Stock and ETF performance explorer

WULF vs CDE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+86.1%
CDE return
+54.5%
Excess return
+31.6%
Maximum drawdown
-49.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioCDEExcessAlpha
1D+1.7%-1.9%+3.6%+2.5%
7D+7.6%+0.5%+7.0%+7.3%
30D-8.6%+21.9%-30.5%-16.2%
3M-37.0%+14.9%-51.9%-41.4%
6M+7.4%-10.5%+17.9%+8.4%
YTD+43.7%+19.3%+24.4%+34.8%
1Y+86.1%+50.8%+35.3%+104.3%
All+86.1%+54.5%+31.6%+104.3%

Cumulative growth

Daily Returns

Daily percentage return beside CDE.

Daily Out/Under-Performance

Portfolio return minus CDE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CDE 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 CDE 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