+34.7%
WULF vs CF
+479.1%
-444.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.2% |
| 7D | +11.0% | +4.8% | +6.2% | +10.4% |
| 30D | +9.4% | +4.7% | +4.6% | +8.5% |
| 3M | -22.6% | +7.4% | -30.0% | -23.7% |
| 6M | -45.4% | +0.6% | -46.0% | -46.0% |
| YTD | +9.8% | +64.1% | -54.3% | -3.0% |
| 1Y | +8.0% | +51.4% | -43.4% | -3.2% |
| 3Y | +1,149.5% | +67.8% | +1,081.7% | +991.3% |
| 5Y | -55.6% | +114.1% | -169.7% | -62.5% |
| All | +34.7% | +479.1% | -444.4% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling