+82.7%
WULF vs CL
+54.0%
+28.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +3.5% |
| 7D | +1.4% | -2.2% | +3.6% | +1.1% |
| 30D | -2.6% | -6.0% | +3.4% | -3.4% |
| 3M | -34.0% | -2.3% | -31.6% | -34.1% |
| 6M | +10.0% | -2.0% | +12.0% | +9.8% |
| YTD | +45.7% | +11.8% | +33.8% | +47.4% |
| 1Y | +57.3% | +5.8% | +51.5% | +58.8% |
| 3Y | +878.9% | +25.9% | +853.0% | +870.1% |
| 5Y | -28.3% | +26.9% | -55.2% | -29.2% |
| All | +82.7% | +54.0% | +28.7% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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