+82.7%
WULF vs CME
+282.4%
-199.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | +1.4% | -1.6% | +3.0% | +1.5% |
| 30D | -2.6% | +5.6% | -8.2% | -3.0% |
| 3M | -34.0% | +5.6% | -39.6% | -34.2% |
| 6M | +10.0% | -8.3% | +18.2% | +10.9% |
| YTD | +45.7% | +4.3% | +41.4% | +44.6% |
| 1Y | +57.3% | +9.1% | +48.2% | +55.3% |
| 3Y | +878.9% | +52.1% | +826.9% | +796.6% |
| 5Y | -28.3% | +79.7% | -108.0% | -36.8% |
| All | +82.7% | +282.4% | -199.7% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling