+86.1%
WULF vs CLX
-20.9%
+107.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | +7.6% | -9.2% | +16.8% | +7.8% |
| 30D | -8.6% | -11.0% | +2.4% | -8.5% |
| 3M | -37.0% | +5.0% | -42.0% | -39.3% |
| 6M | +7.4% | -18.8% | +26.2% | +12.2% |
| YTD | +43.7% | -4.4% | +48.1% | +49.8% |
| 1Y | +86.1% | -21.9% | +108.0% | +113.2% |
| All | +86.1% | -20.9% | +107.0% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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