+319.8%
WULF vs CHRW
+4,244.2%
-3,924.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.7% | +6.5% | +8.0% |
| 7D | +21.9% | +1.9% | +20.0% | +21.7% |
| 30D | +4.6% | +0.9% | +3.6% | +4.4% |
| 3M | -30.9% | -19.9% | -11.1% | -29.6% |
| 6M | +29.9% | -15.8% | +45.7% | +31.3% |
| YTD | +55.4% | -5.6% | +61.0% | +54.6% |
| 1Y | +94.1% | +21.0% | +73.1% | +87.2% |
| 3Y | +892.2% | +86.0% | +806.2% | +813.8% |
| 5Y | -26.7% | +88.6% | -115.4% | -32.3% |
| 10Y | +94.0% | +169.3% | -75.3% | +74.5% |
| All | +319.8% | +4,244.2% | -3,924.3% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling