-24.7%
WULF vs CHD
+20.9%
-45.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.8% |
| 7D | +1.4% | -4.5% | +5.9% | +0.5% |
| 30D | -2.6% | -6.7% | +4.1% | -3.8% |
| 3M | -34.0% | -2.7% | -31.2% | -34.1% |
| 6M | +10.0% | -4.9% | +14.9% | +9.3% |
| YTD | +45.7% | +13.3% | +32.3% | +47.6% |
| 1Y | +57.3% | +1.0% | +56.3% | +58.1% |
| 3Y | +878.9% | +1.3% | +877.6% | +858.5% |
| All | -24.7% | +20.9% | -45.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 5y: compounded portfolio wealth divided by compounded CHD 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…
5y analysis · Full analysis span regression · 6 months rolling