+34.7%
WULF vs CLF
+74.2%
-39.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.4% |
| 7D | +11.0% | +10.4% | +0.6% | +8.3% |
| 30D | +9.4% | +0.6% | +8.8% | +9.3% |
| 3M | -22.6% | +4.1% | -26.7% | -23.7% |
| 6M | -45.4% | +15.1% | -60.5% | -48.1% |
| YTD | +9.8% | -4.7% | +14.6% | +8.2% |
| 1Y | +8.0% | +20.4% | -12.3% | +0.8% |
| 3Y | +1,149.5% | -23.4% | +1,172.9% | +1,123.0% |
| 5Y | -55.6% | -43.3% | -12.3% | -55.3% |
| All | +34.7% | +74.2% | -39.5% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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