+901.8%
WULF vs CI
+4.5%
+897.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -3.8% |
| 7D | +15.6% | -1.1% | +16.7% | +15.2% |
| 30D | +5.7% | +0.5% | +5.3% | +6.1% |
| 3M | -32.3% | -5.2% | -27.1% | -32.9% |
| 6M | +23.7% | +4.3% | +19.4% | +26.2% |
| YTD | +49.1% | +2.8% | +46.3% | +52.0% |
| 1Y | +66.3% | -5.8% | +72.1% | +65.5% |
| All | +901.8% | +4.5% | +897.2% | +1,028.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling