+76.1%
WULF vs CDW
+271.4%
-195.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -5.9% | -5.8% |
| 7D | -0.6% | -7.4% | +6.8% | +2.3% |
| 30D | -3.6% | +5.8% | -9.5% | -6.3% |
| 3M | -30.4% | +10.8% | -41.2% | -34.6% |
| 6M | +12.5% | +21.5% | -9.0% | -1.9% |
| YTD | +40.5% | +6.4% | +34.1% | +29.1% |
| 1Y | +53.0% | -14.8% | +67.8% | +56.2% |
| 3Y | +796.7% | -29.9% | +826.5% | +917.1% |
| 5Y | -30.9% | -22.9% | -8.0% | -25.5% |
| All | +76.1% | +271.4% | -195.3% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling