-30.9%
WULF vs CNH
+12.3%
-43.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -5.8% |
| 7D | +15.6% | +1.8% | +13.8% | +13.2% |
| 30D | +5.7% | +32.6% | -26.9% | -17.6% |
| 3M | -32.3% | +29.4% | -61.7% | -47.1% |
| 6M | +23.7% | +26.0% | -2.3% | -1.6% |
| YTD | +49.1% | +52.2% | -3.1% | -0.7% |
| 1Y | +66.3% | +23.9% | +42.4% | +30.5% |
| 3Y | +851.7% | +10.1% | +841.5% | +706.1% |
| 5Y | -30.9% | +13.2% | -44.1% | -36.7% |
| All | -30.9% | +12.3% | -43.2% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling