+86.1%
WULF vs CG
-24.3%
+110.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.6% |
| 7D | +7.6% | -4.3% | +11.9% | +10.2% |
| 30D | -8.6% | -5.1% | -3.5% | -6.6% |
| 3M | -37.0% | +8.7% | -45.6% | -41.3% |
| 6M | +7.4% | -9.2% | +16.6% | +14.1% |
| YTD | +43.7% | -18.9% | +62.6% | +63.3% |
| 1Y | +86.1% | -25.6% | +111.8% | +115.0% |
| All | +86.1% | -24.3% | +110.4% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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