+1,317.7%
WULF vs CLF
+317.4%
+1,000.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +29.4% | +16.0% | +13.4% | +27.5% |
| 30D | -1.3% | +1.6% | -2.9% | -1.4% |
| 3M | -24.1% | +6.7% | -30.8% | -24.7% |
| 6M | -42.8% | +21.1% | -63.9% | -44.1% |
| YTD | +13.5% | -1.6% | +15.1% | +12.7% |
| 1Y | +3.2% | +18.5% | -15.3% | +0.9% |
| 3Y | +1,230.6% | -21.0% | +1,251.6% | +1,223.4% |
| 5Y | -54.1% | -41.4% | -12.7% | -53.8% |
| 10Y | +39.2% | +86.5% | -47.3% | +32.2% |
| All | +1,317.7% | +317.4% | +1,000.4% | +1,436.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling