+62.4%
WULF vs CL
+7.8%
+54.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.4% |
| 7D | +15.6% | -2.3% | +17.9% | +13.6% |
| 30D | +5.7% | -5.5% | +11.2% | +2.0% |
| 3M | -32.3% | +0.8% | -33.1% | -32.4% |
| 6M | +23.7% | -4.2% | +27.9% | +18.4% |
| YTD | +49.1% | +13.4% | +35.7% | +63.0% |
| All | +62.4% | +7.8% | +54.6% | +84.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling