+91.4%
WULF vs COMP
-49.7%
+141.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | +15.6% | +0.8% | +14.7% | +15.2% |
| 30D | +5.7% | -13.9% | +19.6% | +11.2% |
| 3M | -32.3% | +30.7% | -63.0% | -40.3% |
| 6M | +23.7% | +18.7% | +5.0% | +10.7% |
| YTD | +49.1% | +1.0% | +48.0% | +40.0% |
| 1Y | +66.3% | +15.1% | +51.2% | +45.6% |
| 3Y | +851.7% | +219.8% | +631.9% | +416.1% |
| 5Y | -30.9% | -28.7% | -2.3% | -62.2% |
| All | +91.4% | -49.7% | +141.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling