+34.7%
WULF vs CI
+146.2%
-111.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.2% |
| 7D | +11.0% | +1.2% | +9.8% | +11.0% |
| 30D | +9.4% | +2.6% | +6.8% | +9.3% |
| 3M | -22.6% | +7.4% | -30.1% | -22.7% |
| 6M | -45.4% | -0.1% | -45.3% | -45.4% |
| YTD | +9.8% | +9.7% | +0.1% | +9.6% |
| 1Y | +8.0% | +12.1% | -4.1% | +7.7% |
| 3Y | +1,149.5% | +7.0% | +1,142.5% | +1,131.5% |
| 5Y | -55.6% | +49.7% | -105.3% | -58.7% |
| All | +34.7% | +146.2% | -111.5% | +39.8% |
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