-55.8%
WULF vs CF
-1.3%
-54.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.7% | +12.1% | +13.3% |
| 7D | -3.1% | -3.2% | +0.1% | -4.0% |
| 30D | -21.0% | +4.3% | -25.4% | -17.7% |
| 3M | -35.5% | +2.8% | -38.3% | -32.8% |
| 6M | -55.8% | +0.6% | -56.4% | -52.4% |
| All | -55.8% | -1.3% | -54.5% | -52.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling