-30.9%
WULF vs CMS
+23.1%
-54.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.1% |
| 7D | +15.6% | +0.2% | +15.4% | +15.6% |
| 30D | +5.7% | -1.3% | +7.0% | +5.8% |
| 3M | -32.3% | -5.4% | -26.9% | -32.4% |
| 6M | +23.7% | -10.3% | +34.0% | +24.2% |
| YTD | +49.1% | -0.2% | +49.3% | +48.4% |
| 1Y | +66.3% | -0.9% | +67.2% | +65.6% |
| 3Y | +851.7% | +34.0% | +817.7% | +742.3% |
| 5Y | -30.9% | +23.6% | -54.5% | -35.4% |
| All | -30.9% | +23.1% | -54.0% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling