-34.4%
WULF vs CHTR
-43.3%
+8.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.7% | -18.5% | -13.1% |
| 7D | -20.9% | +15.5% | -36.4% | -19.0% |
| 30D | -32.7% | +15.9% | -48.5% | -30.9% |
| 3M | -44.2% | -17.8% | -26.4% | -44.5% |
| 6M | -57.1% | -20.5% | -36.6% | -56.8% |
| YTD | -12.3% | -39.7% | +27.4% | -2.8% |
| 1Y | -34.4% | -44.1% | +9.7% | -25.1% |
| All | -34.4% | -43.3% | +8.9% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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