+901.8%
WULF vs CDW
-30.2%
+932.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.4% |
| 7D | +15.6% | -4.2% | +19.8% | +17.7% |
| 30D | +5.7% | +4.9% | +0.9% | +2.5% |
| 3M | -32.3% | +7.3% | -39.6% | -36.4% |
| 6M | +23.7% | +19.2% | +4.5% | +1.3% |
| YTD | +49.1% | +6.2% | +42.9% | +32.3% |
| 1Y | +66.3% | -14.0% | +80.3% | +80.5% |
| All | +901.8% | -30.2% | +932.0% | +1,172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling