+8.0%
WULF vs CLF
+15.2%
-7.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -1.9% |
| 7D | +11.0% | +10.4% | +0.6% | +6.9% |
| 30D | +9.4% | +0.6% | +8.8% | +9.2% |
| 3M | -22.6% | +4.1% | -26.7% | -24.0% |
| 6M | -45.4% | +15.1% | -60.5% | -49.3% |
| YTD | +9.8% | -4.7% | +14.6% | -1.5% |
| 1Y | +8.0% | +20.4% | -12.3% | -27.8% |
| All | +8.0% | +15.2% | -7.2% | -27.8% |
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