+3.2%
WULF vs CF
+53.7%
-50.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -1.8% |
| 7D | +29.4% | +5.4% | +24.0% | +32.2% |
| 30D | -1.3% | +6.5% | -7.8% | +2.4% |
| 3M | -24.1% | +4.6% | -28.8% | -21.6% |
| 6M | -42.8% | -3.3% | -39.5% | -41.0% |
| YTD | +13.5% | +63.9% | -50.4% | -5.5% |
| 1Y | +3.2% | +50.4% | -47.3% | -12.5% |
| All | +3.2% | +53.7% | -50.5% | -12.5% |
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 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