+76.1%
WULF vs CMS
+120.6%
-44.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.7% |
| 7D | -0.6% | -1.3% | +0.8% | -0.4% |
| 30D | -3.6% | -2.8% | -0.9% | -3.4% |
| 3M | -30.4% | -7.1% | -23.3% | -30.1% |
| 6M | +12.5% | -10.0% | +22.5% | +13.5% |
| YTD | +40.5% | -0.9% | +41.4% | +40.1% |
| 1Y | +53.0% | -2.0% | +55.0% | +52.7% |
| 3Y | +796.7% | +33.0% | +763.7% | +733.6% |
| 5Y | -30.9% | +24.3% | -55.1% | -35.7% |
| All | +76.1% | +120.6% | -44.5% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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