+1,149.5%
WULF vs CNH
+29.5%
+1,120.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | +11.0% | +3.0% | +8.0% | +9.1% |
| 30D | +9.4% | -0.6% | +9.9% | +9.4% |
| 3M | -22.6% | +14.6% | -37.3% | -31.1% |
| 6M | -45.4% | +11.8% | -57.2% | -51.2% |
| YTD | +9.8% | +30.4% | -20.6% | -12.0% |
| 1Y | +8.0% | +19.1% | -11.0% | -8.1% |
| 3Y | +1,149.5% | +30.2% | +1,119.3% | +748.3% |
| All | +1,149.5% | +29.5% | +1,120.0% | +748.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling