+86.1%
WULF vs CHRW
+17.2%
+68.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.8% |
| 7D | +7.6% | -1.4% | +9.0% | +7.5% |
| 30D | -8.6% | -3.5% | -5.2% | -8.7% |
| 3M | -37.0% | -19.4% | -17.6% | -36.6% |
| 6M | +7.4% | -21.4% | +28.8% | +8.0% |
| YTD | +43.7% | -7.1% | +50.8% | +38.8% |
| 1Y | +86.1% | +17.8% | +68.3% | +72.2% |
| All | +86.1% | +17.2% | +68.9% | +72.2% |
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