+878.9%
WULF vs CLX
-36.5%
+915.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.1% |
| 3M | -34.0% | -9.7% | -24.3% | -33.6% |
| 6M | +10.0% | -19.8% | +29.8% | +13.0% |
| YTD | +45.7% | -9.8% | +55.5% | +47.6% |
| 1Y | +57.3% | -26.2% | +83.5% | +64.9% |
| 3Y | +878.9% | -36.2% | +915.1% | +976.2% |
| All | +878.9% | -36.5% | +915.4% | +976.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling