+34.7%
WULF vs CNH
+106.0%
-71.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +11.0% | +3.0% | +8.0% | +9.4% |
| 30D | +9.4% | -0.6% | +9.9% | +9.4% |
| 3M | -22.6% | +14.6% | -37.3% | -29.0% |
| 6M | -45.4% | +11.8% | -57.2% | -49.8% |
| YTD | +9.8% | +30.4% | -20.6% | -6.2% |
| 1Y | +8.0% | +19.1% | -11.0% | -3.8% |
| 3Y | +1,149.5% | +30.2% | +1,119.3% | +973.1% |
| 5Y | -55.6% | -17.8% | -37.8% | -53.2% |
| All | +34.7% | +106.0% | -71.3% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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