+175.3%
WULF vs CG
+341.4%
-166.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.2% | +10.3% | +9.2% |
| 7D | +21.9% | -1.3% | +23.2% | +22.5% |
| 30D | +4.6% | -3.2% | +7.7% | +5.3% |
| 3M | -30.9% | +6.2% | -37.2% | -33.7% |
| 6M | +29.9% | -4.7% | +34.6% | +31.3% |
| YTD | +55.4% | -20.6% | +76.1% | +71.7% |
| 1Y | +94.1% | -26.4% | +120.5% | +120.7% |
| 3Y | +892.2% | +55.4% | +836.8% | +781.1% |
| 5Y | -26.7% | +9.8% | -36.6% | -30.7% |
| 10Y | +94.0% | +341.4% | -247.4% | +61.3% |
| All | +175.3% | +341.4% | -166.1% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling