+86.1%
WULF vs CHTR
-41.9%
+128.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +7.6% | -1.1% | +8.6% | +7.4% |
| 30D | -8.6% | -0.8% | -7.9% | -8.5% |
| 3M | -37.0% | +17.8% | -54.7% | -37.5% |
| 6M | +7.4% | -34.5% | +41.9% | +12.4% |
| YTD | +43.7% | -27.2% | +70.9% | +56.8% |
| 1Y | +86.1% | -41.4% | +127.6% | +140.8% |
| All | +86.1% | -41.9% | +128.1% | +140.8% |
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