+19.2%
WULF vs CDW
+903.1%
-883.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +7.6% | +3.2% | +4.4% | +6.5% |
| 30D | -8.6% | +9.3% | -17.9% | -11.6% |
| 3M | -37.0% | +9.8% | -46.8% | -39.7% |
| 6M | +7.4% | +23.3% | -15.9% | -4.2% |
| YTD | +43.7% | +13.7% | +30.0% | +31.2% |
| 1Y | +86.1% | -6.5% | +92.6% | +83.6% |
| 3Y | +733.8% | -25.2% | +759.1% | +808.6% |
| 5Y | -33.6% | -19.5% | -14.1% | -30.3% |
| 10Y | +76.1% | +285.8% | -209.8% | +68.0% |
| All | +19.2% | +903.1% | -883.9% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling