+902.7%
WULF vs COF
+5,523.6%
-4,620.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -5.6% |
| 7D | -0.6% | -6.1% | +5.5% | +0.2% |
| 30D | -3.6% | -5.2% | +1.5% | -3.1% |
| 3M | -30.4% | +17.0% | -47.4% | -31.8% |
| 6M | +12.5% | +12.9% | -0.4% | +10.8% |
| YTD | +40.5% | -13.5% | +54.0% | +42.6% |
| 1Y | +53.0% | -5.9% | +58.8% | +53.9% |
| 3Y | +796.7% | +117.1% | +679.5% | +750.9% |
| 5Y | -30.9% | +45.4% | -76.3% | -33.1% |
| 10Y | +76.1% | +244.1% | -168.0% | +64.7% |
| All | +902.7% | +5,523.6% | -4,620.9% | +756.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling