-22.1%
WULF vs CF
+35.9%
-58.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.4% | -2.2% | -8.3% |
| 7D | -12.8% | -6.9% | -5.9% | -15.0% |
| 30D | -20.9% | -3.7% | -17.2% | -21.7% |
| 3M | -38.0% | -5.0% | -33.1% | -38.7% |
| 6M | -47.5% | -10.5% | -37.0% | -48.1% |
| YTD | +1.8% | +46.5% | -44.7% | -22.1% |
| 1Y | -22.1% | +34.8% | -56.9% | -38.8% |
| All | -22.1% | +35.9% | -58.0% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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