-22.1%
WULF vs CI
+21.2%
-43.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.4% | -10.0% | -5.2% |
| 7D | -12.8% | +3.5% | -16.3% | -11.4% |
| 30D | -20.9% | +12.6% | -33.5% | -17.3% |
| 3M | -38.0% | +12.1% | -50.1% | -35.3% |
| 6M | -47.5% | +10.6% | -58.1% | -45.3% |
| YTD | +1.8% | +12.8% | -11.0% | +9.6% |
| 1Y | -22.1% | +18.0% | -40.1% | -12.2% |
| All | -22.1% | +21.2% | -43.3% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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