Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WULF vs CLS✓SelectedUSD · CLSWULF vs CLS performance historyLatest closeAs of+1.73%09/04
Stock and ETF performance explorer

WULF vs CLS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+298.9%
CLS return
+3,265.4%
Excess return
-2,966.5%
Maximum drawdown
-98.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCLSExcessAlpha
1D+1.7%+0.8%+0.9%+1.6%
7D+7.6%+4.6%+3.0%+6.7%
30D-8.6%-13.9%+5.3%-6.2%
3M-37.0%-26.6%-10.4%-33.4%
6M+7.4%+15.4%-8.0%+4.8%
YTD+43.7%+5.7%+38.0%+42.0%
1Y+86.1%+41.1%+45.0%+75.6%
3Y+733.8%+1,228.6%-494.7%+495.9%
5Y-33.6%+3,240.6%-3,274.2%-56.3%
10Y+76.1%+2,760.3%-2,684.3%+14.6%
All+298.9%+3,265.4%-2,966.5%+126.0%

Cumulative growth

Daily Returns

Daily percentage return beside CLS.

Daily Out/Under-Performance

Portfolio return minus CLS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CLS 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 CLS 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