+82.7%
WULF vs CHTR
-44.7%
+127.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.8% |
| 7D | +1.4% | -4.1% | +5.5% | +2.2% |
| 30D | -2.6% | -3.0% | +0.3% | -2.8% |
| 3M | -34.0% | +4.8% | -38.7% | -36.2% |
| 6M | +10.0% | -35.0% | +45.0% | +19.3% |
| YTD | +45.7% | -30.2% | +75.9% | +53.5% |
| 1Y | +57.3% | -44.8% | +102.1% | +78.7% |
| 3Y | +878.9% | -66.6% | +945.5% | +1,178.2% |
| 5Y | -28.3% | -81.5% | +53.2% | -1.5% |
| All | +82.7% | -44.7% | +127.4% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling