+76.1%
WULF vs CNH
+157.1%
-80.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.9% | -2.9% | -4.4% |
| 7D | -0.6% | -2.5% | +1.9% | +0.3% |
| 30D | -3.6% | +27.0% | -30.6% | -15.0% |
| 3M | -30.4% | +32.6% | -63.0% | -40.4% |
| 6M | +12.5% | +23.6% | -11.1% | 0.0% |
| YTD | +40.5% | +47.8% | -7.4% | +14.2% |
| 1Y | +53.0% | +21.3% | +31.7% | +35.5% |
| 3Y | +796.7% | +7.0% | +789.7% | +739.5% |
| 5Y | -30.9% | +10.2% | -41.1% | -32.7% |
| All | +76.1% | +157.1% | -80.9% | +46.0% |
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