-34.4%
WULF vs CELH
-49.4%
+15.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -2.3% | -11.5% | -13.4% |
| 7D | -20.9% | +6.7% | -27.6% | -21.9% |
| 30D | -32.7% | +10.1% | -42.7% | -34.0% |
| 3M | -44.2% | +3.1% | -47.3% | -45.0% |
| 6M | -57.1% | -10.4% | -46.7% | -56.2% |
| YTD | -12.3% | -34.3% | +22.1% | +1.1% |
| 1Y | -34.4% | -49.9% | +15.5% | -16.0% |
| All | -34.4% | -49.4% | +15.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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