-55.9%
WULF vs CNH
-17.7%
-38.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.8% |
| 7D | +11.0% | +3.0% | +8.0% | +8.3% |
| 30D | +9.4% | -0.6% | +9.9% | +9.2% |
| 3M | -22.6% | +14.6% | -37.3% | -33.9% |
| 6M | -45.4% | +11.8% | -57.2% | -53.4% |
| YTD | +9.8% | +30.4% | -20.6% | -19.4% |
| 1Y | +8.0% | +19.1% | -11.0% | -14.4% |
| 3Y | +1,149.5% | +30.2% | +1,119.3% | +731.2% |
| All | -55.9% | -17.7% | -38.3% | -48.9% |
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