-30.9%
WULF vs CLF
-47.6%
+16.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.3% |
| 7D | +15.6% | -2.7% | +18.2% | +16.9% |
| 30D | +5.7% | -3.2% | +8.9% | +6.8% |
| 3M | -32.3% | -5.0% | -27.3% | -32.4% |
| 6M | +23.7% | +26.6% | -2.9% | +6.6% |
| YTD | +49.1% | -9.0% | +58.0% | +46.5% |
| 1Y | +66.3% | +11.8% | +54.5% | +41.6% |
| 3Y | +851.7% | -15.1% | +866.8% | +753.1% |
| 5Y | -30.9% | -48.2% | +17.3% | -25.6% |
| All | -30.9% | -47.6% | +16.7% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling