-24.7%
WULF vs CHTR
-81.7%
+56.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.6% |
| 7D | +1.4% | -4.1% | +5.5% | +2.4% |
| 30D | -2.6% | -3.0% | +0.3% | -2.9% |
| 3M | -34.0% | +4.8% | -38.7% | -36.8% |
| 6M | +10.0% | -35.0% | +45.0% | +22.0% |
| YTD | +45.7% | -30.2% | +75.9% | +55.3% |
| 1Y | +57.3% | -44.8% | +102.1% | +86.3% |
| 3Y | +878.9% | -66.6% | +945.5% | +1,346.2% |
| All | -24.7% | -81.7% | +56.9% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling