+878.9%
WULF vs CG
+42.2%
+836.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +5.3% |
| 7D | +1.4% | -9.9% | +11.3% | +11.5% |
| 30D | -2.6% | -11.7% | +9.0% | +7.3% |
| 3M | -34.0% | -4.3% | -29.7% | -33.7% |
| 6M | +10.0% | -8.8% | +18.7% | +15.5% |
| YTD | +45.7% | -26.9% | +72.6% | +90.7% |
| 1Y | +57.3% | -35.4% | +92.8% | +131.3% |
| 3Y | +878.9% | +43.0% | +835.9% | +500.4% |
| All | +878.9% | +42.2% | +836.8% | +500.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling