+293.0%
WULF vs CHYM
-23.3%
+316.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.4% |
| 7D | +1.4% | -2.3% | +3.6% | +1.8% |
| 30D | -2.6% | +4.4% | -7.0% | -4.3% |
| 3M | -34.0% | +91.3% | -125.3% | -48.6% |
| 6M | +10.0% | +44.0% | -34.0% | -5.3% |
| YTD | +45.7% | +31.1% | +14.6% | +28.2% |
| 1Y | +57.3% | +37.8% | +19.5% | +33.8% |
| All | +293.0% | -23.3% | +316.2% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling