+878.9%
WULF vs COF
+116.3%
+762.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.1% |
| 7D | +1.4% | -5.1% | +6.5% | +7.0% |
| 30D | -2.6% | -6.0% | +3.4% | +3.2% |
| 3M | -34.0% | +14.8% | -48.8% | -44.8% |
| 6M | +10.0% | +15.3% | -5.3% | -8.3% |
| YTD | +45.7% | -13.0% | +58.7% | +62.1% |
| 1Y | +57.3% | -5.7% | +63.0% | +57.6% |
| 3Y | +878.9% | +118.1% | +760.8% | +403.7% |
| All | +878.9% | +116.3% | +762.7% | +403.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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