+82.7%
WULF vs CG
+314.7%
-232.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.7% |
| 7D | +1.4% | -9.9% | +11.3% | +7.5% |
| 30D | -2.6% | -11.7% | +9.0% | +3.5% |
| 3M | -34.0% | -4.3% | -29.7% | -33.4% |
| 6M | +10.0% | -8.8% | +18.7% | +14.2% |
| YTD | +45.7% | -26.9% | +72.6% | +72.3% |
| 1Y | +57.3% | -35.4% | +92.8% | +98.4% |
| 3Y | +878.9% | +43.0% | +835.9% | +767.5% |
| 5Y | -28.3% | +1.9% | -30.2% | -31.4% |
| All | +82.7% | +314.7% | -232.1% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling