+1,272.1%
WULF vs CMS
+790.7%
+481.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | +11.0% | +1.7% | +9.3% | +10.9% |
| 30D | +9.4% | +6.2% | +3.2% | +8.9% |
| 3M | -22.6% | +0.6% | -23.3% | -22.7% |
| 6M | -45.4% | -1.8% | -43.7% | -45.5% |
| YTD | +9.8% | +3.8% | +6.0% | +9.4% |
| 1Y | +8.0% | -1.8% | +9.8% | +7.9% |
| 3Y | +1,149.5% | +39.8% | +1,109.7% | +1,113.2% |
| 5Y | -55.6% | +37.1% | -92.7% | -56.9% |
| 10Y | +34.7% | +138.6% | -103.9% | +27.1% |
| All | +1,272.1% | +790.7% | +481.3% | +1,205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling