+86.1%
WULF vs CDW
-5.0%
+91.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | +7.6% | +3.2% | +4.4% | +7.5% |
| 30D | -8.6% | +9.3% | -17.9% | -8.6% |
| 3M | -37.0% | +9.8% | -46.8% | -36.8% |
| 6M | +7.4% | +23.3% | -15.9% | +4.5% |
| YTD | +43.7% | +13.7% | +30.0% | +45.3% |
| 1Y | +86.1% | -6.5% | +92.6% | +101.6% |
| All | +86.1% | -5.0% | +91.1% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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