+82.7%
WULF vs CMI
+516.5%
-433.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +2.9% |
| 7D | +1.4% | -0.7% | +2.1% | +2.0% |
| 30D | -2.6% | -12.4% | +9.8% | +6.8% |
| 3M | -34.0% | -14.8% | -19.2% | -25.8% |
| 6M | +10.0% | +0.8% | +9.2% | +12.8% |
| YTD | +45.7% | +10.2% | +35.5% | +44.3% |
| 1Y | +57.3% | +37.4% | +19.9% | +36.4% |
| 3Y | +878.9% | +153.3% | +725.7% | +566.9% |
| 5Y | -28.3% | +167.6% | -195.9% | -52.3% |
| All | +82.7% | +516.5% | -433.8% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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