-22.1%
WULF vs CEG
-33.0%
+10.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.7% | +0.1% | -1.4% |
| 7D | -12.8% | -4.8% | -8.0% | -9.2% |
| 30D | -20.9% | -8.2% | -12.7% | -15.4% |
| 3M | -38.0% | -7.9% | -30.1% | -33.9% |
| 6M | -47.5% | -23.2% | -24.3% | -36.2% |
| YTD | +1.8% | -30.1% | +32.0% | +24.6% |
| 1Y | -22.1% | -31.9% | +9.8% | -0.8% |
| All | -22.1% | -33.0% | +10.9% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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