+86.1%
WULF vs CME
+8.4%
+77.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.6% |
| 7D | +7.6% | -1.6% | +9.1% | +6.7% |
| 30D | -8.6% | +6.2% | -14.9% | -5.9% |
| 3M | -37.0% | +10.4% | -47.4% | -32.9% |
| 6M | +7.4% | -9.5% | +16.9% | +13.0% |
| YTD | +43.7% | +6.0% | +37.7% | +46.6% |
| 1Y | +86.1% | +9.3% | +76.9% | +87.3% |
| All | +86.1% | +8.4% | +77.7% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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