+38.3%
WULF vs COMP
-49.2%
+87.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.7% | +3.2% | +6.7% |
| 7D | +13.2% | +14.5% | -1.4% | +7.6% |
| 30D | -10.1% | +14.9% | -25.0% | -15.0% |
| 3M | -27.5% | -14.2% | -13.3% | -23.9% |
| 6M | -47.1% | +23.7% | -70.8% | -53.0% |
| YTD | +7.7% | +2.1% | +5.7% | +0.4% |
| 1Y | -11.2% | +26.2% | -37.4% | -24.2% |
| 3Y | +1,217.0% | +470.9% | +746.1% | +479.1% |
| 5Y | -57.0% | -14.0% | -43.0% | -76.8% |
| All | +38.3% | -49.2% | +87.5% | -39.5% |
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