-23.8%
WULF vs CGNX
+33.1%
-57.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -8.7% | +2.1% | -0.7% |
| 7D | -12.8% | -9.2% | -3.6% | -6.7% |
| 30D | -20.9% | -17.6% | -3.3% | -9.6% |
| 3M | -38.0% | -25.7% | -12.3% | -24.4% |
| 6M | -47.5% | -5.5% | -42.0% | -43.8% |
| YTD | +1.8% | +48.1% | -46.3% | -23.3% |
| All | -23.8% | +33.1% | -57.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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