-24.7%
WULF vs CLBK
+43.5%
-68.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +1.4% | -1.5% | +2.8% | +2.2% |
| 30D | -2.6% | -1.0% | -1.6% | -2.1% |
| 3M | -34.0% | +22.9% | -56.9% | -41.9% |
| 6M | +10.0% | +44.2% | -34.2% | -11.8% |
| YTD | +45.7% | +64.0% | -18.3% | +7.3% |
| 1Y | +57.3% | +65.7% | -8.3% | +14.4% |
| 3Y | +878.9% | +54.1% | +824.9% | +666.6% |
| All | -24.7% | +43.5% | -68.2% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling