-30.9%
WULF vs CHRW
+94.0%
-124.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -6.3% |
| 7D | -0.6% | +4.4% | -4.9% | -2.1% |
| 30D | -3.6% | +5.5% | -9.1% | -5.6% |
| 3M | -30.4% | -17.3% | -13.1% | -26.8% |
| 6M | +12.5% | -12.7% | +25.1% | +14.4% |
| YTD | +40.5% | -4.1% | +44.6% | +33.1% |
| 1Y | +53.0% | +21.2% | +31.8% | +26.3% |
| 3Y | +796.7% | +88.9% | +707.8% | +469.3% |
| 5Y | -30.9% | +93.1% | -124.0% | -54.0% |
| All | -30.9% | +94.0% | -124.9% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling