-20.4%
WULF vs CNQ
+56.1%
-76.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.8% | +13.6% | +12.8% |
| 7D | -3.1% | -13.5% | +10.4% | -4.3% |
| 30D | -21.0% | +2.2% | -23.3% | -20.1% |
| 3M | -35.5% | +7.8% | -43.3% | -34.5% |
| 6M | -55.8% | +8.5% | -64.3% | -55.1% |
| YTD | -1.0% | +47.6% | -48.6% | -12.3% |
| 1Y | -20.4% | +58.7% | -79.0% | -27.7% |
| All | -20.4% | +56.1% | -76.5% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 1y: compounded portfolio wealth divided by compounded CNQ 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…
1y analysis · Full analysis span regression · 6 months rolling