+86.1%
WULF vs CHYM
+38.9%
+47.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +7.6% | +1.7% | +5.9% | +6.9% |
| 30D | -8.6% | +30.2% | -38.9% | -18.3% |
| 3M | -37.0% | +85.9% | -122.9% | -52.3% |
| 6M | +7.4% | +49.9% | -42.5% | -11.0% |
| YTD | +43.7% | +34.1% | +9.6% | +23.3% |
| 1Y | +86.1% | +37.0% | +49.1% | +56.4% |
| All | +86.1% | +38.9% | +47.3% | +56.4% |
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