+57.3%
WULF vs CGNX
+45.2%
+12.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +1.5% |
| 7D | +1.4% | +3.2% | -1.8% | -0.3% |
| 30D | -2.6% | +6.0% | -8.6% | -5.3% |
| 3M | -34.0% | +3.5% | -37.5% | -34.9% |
| 6M | +10.0% | +26.3% | -16.3% | +1.3% |
| YTD | +45.7% | +79.2% | -33.6% | +17.3% |
| 1Y | +57.3% | +43.8% | +13.5% | +29.4% |
| All | +57.3% | +45.2% | +12.2% | +29.4% |
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