+18.6%
WULF vs CEG
+678.4%
-659.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +1.4% | -4.8% | +6.1% | +4.0% |
| 30D | -2.6% | +2.3% | -5.0% | -3.6% |
| 3M | -34.0% | +15.6% | -49.6% | -38.2% |
| 6M | +10.0% | -5.0% | +15.0% | +12.3% |
| YTD | +45.7% | -19.0% | +64.7% | +59.5% |
| 1Y | +57.3% | -10.0% | +67.3% | +64.5% |
| 3Y | +878.9% | +163.9% | +715.0% | +688.0% |
| All | +18.6% | +678.4% | -659.9% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling