+3.3%
WULF vs CNH
+64.7%
-61.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.1% |
| 7D | +7.6% | +23.3% | -15.7% | -1.6% |
| 30D | -8.6% | +33.5% | -42.1% | -19.4% |
| 3M | -37.0% | +32.7% | -69.7% | -44.6% |
| 6M | +7.4% | +22.2% | -14.8% | -2.1% |
| YTD | +43.7% | +57.7% | -14.0% | +17.7% |
| 1Y | +86.1% | +28.0% | +58.1% | +64.6% |
| 3Y | +733.8% | +11.5% | +722.3% | +678.1% |
| 5Y | -33.6% | +11.9% | -45.4% | -36.0% |
| 10Y | +76.1% | +162.8% | -86.7% | +44.9% |
| All | +3.3% | +64.7% | -61.3% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling