-24.7%
WULF vs CELH
-10.8%
-13.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.0% |
| 7D | +1.4% | -11.2% | +12.6% | +5.1% |
| 30D | -2.6% | -1.4% | -1.2% | -2.8% |
| 3M | -34.0% | -4.2% | -29.8% | -35.1% |
| 6M | +10.0% | -40.5% | +50.5% | +24.9% |
| YTD | +45.7% | -40.5% | +86.2% | +64.9% |
| 1Y | +57.3% | -53.0% | +110.3% | +90.2% |
| 3Y | +878.9% | -59.1% | +938.0% | +1,018.4% |
| All | -24.7% | -10.8% | -13.9% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling