-22.1%
WULF vs CG
-14.1%
-8.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.5% | -11.1% | -9.1% |
| 7D | -12.8% | +9.4% | -22.3% | -17.6% |
| 30D | -20.9% | +8.7% | -29.6% | -25.0% |
| 3M | -38.0% | -15.0% | -23.1% | -32.1% |
| 6M | -47.5% | -13.2% | -34.3% | -42.8% |
| YTD | +1.8% | -26.2% | +28.0% | +23.9% |
| 1Y | -22.1% | -14.1% | -8.0% | -15.5% |
| All | -22.1% | -14.1% | -8.0% | -15.5% |
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