-24.7%
WULF vs CME
+78.0%
-102.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.8% |
| 7D | +1.4% | -1.6% | +3.0% | +1.3% |
| 30D | -2.6% | +5.6% | -8.2% | -2.3% |
| 3M | -34.0% | +5.6% | -39.6% | -33.4% |
| 6M | +10.0% | -8.3% | +18.2% | +11.5% |
| YTD | +45.7% | +4.3% | +41.4% | +46.2% |
| 1Y | +57.3% | +9.1% | +48.2% | +57.3% |
| 3Y | +878.9% | +52.1% | +826.9% | +761.5% |
| All | -24.7% | +78.0% | -102.7% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling