+1,695.0%
WULF vs CMS
+759.5%
+935.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +7.6% | +0.4% | +7.2% | +7.5% |
| 30D | -8.6% | -3.6% | -5.0% | -8.4% |
| 3M | -37.0% | -1.9% | -35.0% | -37.0% |
| 6M | +7.4% | -11.0% | +18.4% | +8.0% |
| YTD | +43.7% | +0.2% | +43.5% | +43.5% |
| 1Y | +86.1% | -1.3% | +87.4% | +86.0% |
| 3Y | +733.8% | +35.9% | +697.9% | +711.6% |
| 5Y | -33.6% | +23.1% | -56.7% | -35.1% |
| 10Y | +76.1% | +117.9% | -41.9% | +67.0% |
| All | +1,695.0% | +759.5% | +935.5% | +1,612.8% |
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