+82.7%
WULF vs CLX
-3.7%
+86.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.9% | +3.8% |
| 7D | +1.4% | -5.7% | +7.1% | +1.9% |
| 30D | -2.6% | -17.0% | +14.4% | -1.2% |
| 3M | -34.0% | -9.7% | -24.3% | -33.6% |
| 6M | +10.0% | -19.8% | +29.8% | +11.8% |
| YTD | +45.7% | -9.8% | +55.5% | +46.6% |
| 1Y | +57.3% | -26.2% | +83.5% | +61.2% |
| 3Y | +878.9% | -36.2% | +915.1% | +905.7% |
| 5Y | -28.3% | -38.3% | +10.0% | -26.3% |
| All | +82.7% | -3.7% | +86.3% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling