+82.7%
WULF vs CDNS
+1,060.3%
-977.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.2% | +3.0% |
| 7D | +1.4% | -1.1% | +2.5% | +1.8% |
| 30D | -2.6% | -10.4% | +7.8% | +2.4% |
| 3M | -34.0% | -24.6% | -9.4% | -24.8% |
| 6M | +10.0% | -1.6% | +11.6% | +10.1% |
| YTD | +45.7% | -7.4% | +53.1% | +48.1% |
| 1Y | +57.3% | -18.4% | +75.7% | +69.0% |
| 3Y | +878.9% | +19.0% | +860.0% | +825.0% |
| 5Y | -28.3% | +73.4% | -101.7% | -39.0% |
| All | +82.7% | +1,060.3% | -977.6% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling