+86.1%
WULF vs CMCSA
-12.9%
+99.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.5% |
| 7D | +7.6% | -2.1% | +9.7% | +6.8% |
| 30D | -8.6% | +7.0% | -15.7% | -6.5% |
| 3M | -37.0% | +15.1% | -52.1% | -34.2% |
| 6M | +7.4% | -15.4% | +22.8% | +7.5% |
| YTD | +43.7% | -1.9% | +45.6% | +55.1% |
| 1Y | +86.1% | -12.7% | +98.8% | +104.8% |
| All | +86.1% | -12.9% | +99.1% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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