+1,720.0%
WULF vs CGNX
+3,224.0%
-1,504.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.2% |
| 7D | +1.4% | +3.2% | -1.8% | +1.0% |
| 30D | -2.6% | +6.0% | -8.6% | -3.2% |
| 3M | -34.0% | +3.5% | -37.5% | -34.1% |
| 6M | +10.0% | +26.3% | -16.3% | +7.7% |
| YTD | +45.7% | +79.2% | -33.6% | +36.7% |
| 1Y | +57.3% | +43.8% | +13.5% | +50.9% |
| 3Y | +878.9% | +52.0% | +827.0% | +832.8% |
| 5Y | -28.3% | -24.0% | -4.3% | -29.0% |
| 10Y | +82.7% | +189.1% | -106.4% | +69.0% |
| All | +1,720.0% | +3,224.0% | -1,504.0% | +1,233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling