+73.4%
WULF vs CF
+61.4%
+12.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.7% | +7.4% | +8.4% |
| 7D | +21.9% | -0.9% | +22.8% | +21.6% |
| 30D | +4.6% | +18.1% | -13.5% | +10.5% |
| 3M | -30.9% | +23.4% | -54.3% | -25.7% |
| 6M | +29.9% | +17.1% | +12.8% | +32.6% |
| YTD | +55.4% | +76.2% | -20.8% | +38.3% |
| All | +73.4% | +61.4% | +12.0% | +54.2% |
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