-22.1%
WULF vs CDNS
-0.2%
-21.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.8% | -8.4% | -7.5% |
| 7D | -12.8% | -3.8% | -9.0% | -11.1% |
| 30D | -20.9% | -6.8% | -14.1% | -18.0% |
| 3M | -38.0% | -3.3% | -34.8% | -37.1% |
| 6M | -47.5% | -5.7% | -41.8% | -45.5% |
| YTD | +1.8% | +5.4% | -3.6% | -1.9% |
| 1Y | -22.1% | -1.1% | -20.9% | -18.8% |
| All | -22.1% | -0.2% | -21.9% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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