+53.0%
WULF vs CLF
+8.7%
+44.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -5.1% |
| 7D | -0.6% | -3.7% | +3.1% | +0.6% |
| 30D | -3.6% | -4.7% | +1.0% | -2.3% |
| 3M | -30.4% | -4.7% | -25.7% | -29.8% |
| 6M | +12.5% | +24.0% | -11.5% | +2.4% |
| YTD | +40.5% | -10.9% | +51.4% | +37.8% |
| 1Y | +53.0% | +4.0% | +48.9% | +49.1% |
| All | +53.0% | +8.7% | +44.3% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling