+124.5%
WULF vs CLBK
+64.7%
+59.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.5% |
| 7D | +15.6% | -1.5% | +17.0% | +16.3% |
| 30D | +5.7% | +6.7% | -0.9% | +2.8% |
| 3M | -32.3% | +21.2% | -53.5% | -38.0% |
| 6M | +23.7% | +42.0% | -18.3% | +5.7% |
| YTD | +49.1% | +63.3% | -14.2% | +19.3% |
| 1Y | +66.3% | +65.4% | +0.9% | +31.8% |
| 3Y | +851.7% | +52.5% | +799.2% | +697.9% |
| 5Y | -30.9% | +42.0% | -72.9% | -41.1% |
| All | +124.5% | +64.7% | +59.8% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling