+53.0%
WULF vs COMP
+7.7%
+45.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.1% | -0.6% | -4.5% |
| 7D | -0.6% | -8.4% | +7.9% | +1.5% |
| 30D | -3.6% | -20.2% | +16.5% | +1.1% |
| 3M | -30.4% | +28.1% | -58.5% | -36.6% |
| 6M | +12.5% | +14.9% | -2.4% | +2.7% |
| YTD | +40.5% | -4.2% | +44.6% | +32.5% |
| 1Y | +53.0% | +10.2% | +42.8% | +45.1% |
| All | +53.0% | +7.7% | +45.3% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling