-22.1%
WULF vs CHRW
-10.6%
-11.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.9% | -6.6% |
| 7D | -12.8% | +4.9% | -17.7% | -12.6% |
| 30D | -20.9% | -4.8% | -16.1% | -21.1% |
| 3M | -38.0% | -13.1% | -24.9% | -38.3% |
| 6M | -47.5% | -16.3% | -31.2% | -48.4% |
| YTD | +1.8% | -15.8% | +17.6% | -21.0% |
| 1Y | -22.1% | -11.1% | -10.9% | -45.3% |
| All | -22.1% | -10.6% | -11.5% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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