+82.7%
WULF vs CI
+144.2%
-61.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -2.6% | +1.8% | -4.4% | -2.7% |
| 3M | -34.0% | -4.2% | -29.7% | -33.9% |
| 6M | +10.0% | +8.8% | +1.1% | +9.6% |
| YTD | +45.7% | +3.7% | +42.0% | +45.4% |
| 1Y | +57.3% | -6.1% | +63.5% | +57.5% |
| 3Y | +878.9% | +4.5% | +874.5% | +860.7% |
| 5Y | -28.3% | +50.5% | -78.8% | -33.9% |
| All | +82.7% | +144.2% | -61.5% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling