+119.4%
WULF vs CLBK
+65.5%
+53.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +1.4% | -1.5% | +2.8% | +2.0% |
| 30D | -2.6% | -1.0% | -1.6% | -2.2% |
| 3M | -34.0% | +22.9% | -56.9% | -40.0% |
| 6M | +10.0% | +44.2% | -34.2% | -6.6% |
| YTD | +45.7% | +64.0% | -18.3% | +16.4% |
| 1Y | +57.3% | +65.7% | -8.3% | +24.6% |
| 3Y | +878.9% | +54.1% | +824.9% | +718.1% |
| 5Y | -28.3% | +44.7% | -73.0% | -39.2% |
| All | +119.4% | +65.5% | +53.9% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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