-24.7%
WULF vs COF
+44.8%
-69.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.2% |
| 7D | +1.4% | -5.1% | +6.5% | +6.3% |
| 30D | -2.6% | -6.0% | +3.4% | +2.5% |
| 3M | -34.0% | +14.8% | -48.8% | -43.2% |
| 6M | +10.0% | +15.3% | -5.3% | -5.5% |
| YTD | +45.7% | -13.0% | +58.7% | +59.7% |
| 1Y | +57.3% | -5.7% | +63.0% | +59.0% |
| 3Y | +878.9% | +118.1% | +760.8% | +422.1% |
| All | -24.7% | +44.8% | -69.6% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling