-8.9%
WULF vs CDW
+1,030.0%
-1,038.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.0% |
| 7D | +11.0% | +9.3% | +1.7% | +7.8% |
| 30D | +9.4% | +14.4% | -5.0% | +4.3% |
| 3M | -22.6% | +21.4% | -44.0% | -28.2% |
| 6M | -45.4% | +72.8% | -118.2% | -56.2% |
| YTD | +9.8% | +28.0% | -18.2% | -4.4% |
| 1Y | +8.0% | +19.3% | -11.3% | -3.0% |
| 3Y | +1,149.5% | -15.3% | +1,164.8% | +1,194.6% |
| 5Y | -55.6% | -3.8% | -51.8% | -55.8% |
| 10Y | +34.7% | +318.5% | -283.8% | +22.8% |
| All | -8.9% | +1,030.0% | -1,038.9% | -9.5% |
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