-22.1%
WULF vs CDE
+0.7%
-22.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +8.7% | -15.3% | -11.3% |
| 7D | -12.8% | +1.1% | -13.9% | -13.7% |
| 30D | -20.9% | -14.5% | -6.4% | -13.8% |
| 3M | -38.0% | -10.1% | -28.0% | -35.6% |
| 6M | -47.5% | -16.9% | -30.6% | -44.2% |
| YTD | +1.8% | -18.1% | +20.0% | +2.4% |
| 1Y | -22.1% | +5.6% | -27.7% | -37.3% |
| All | -22.1% | +0.7% | -22.8% | -37.3% |
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