-23.8%
WULF vs CHYM
+62.2%
-86.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.9% | -12.5% | -8.3% |
| 7D | -12.8% | +3.7% | -16.5% | -13.9% |
| 30D | -20.9% | +5.6% | -26.5% | -22.2% |
| 3M | -38.0% | +19.7% | -57.7% | -43.8% |
| 6M | -47.5% | +35.3% | -82.8% | -55.4% |
| YTD | +1.8% | +18.7% | -16.8% | -10.3% |
| All | -23.8% | +62.2% | -86.1% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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