+164.8%
WULF vs CF
+5,449.8%
-5,285.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.2% |
| 7D | +0.2% | +4.8% | -4.5% | -0.2% |
| 30D | -8.8% | +9.7% | -18.5% | -9.7% |
| 3M | -22.5% | +1.2% | -23.7% | -22.8% |
| 6M | -46.3% | +7.4% | -53.7% | -47.1% |
| YTD | +9.3% | +60.5% | -51.2% | +2.1% |
| 1Y | -12.2% | +50.7% | -62.9% | -17.5% |
| 3Y | +1,181.6% | +64.8% | +1,116.8% | +1,091.5% |
| 5Y | -55.4% | +115.8% | -171.2% | -59.7% |
| 10Y | +34.1% | +481.0% | -447.0% | +11.5% |
| All | +164.8% | +5,449.8% | -5,285.0% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling