+1,149.5%
WULF vs COMP
+423.6%
+725.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.9% |
| 7D | +11.0% | 0.0% | +11.0% | +10.9% |
| 30D | +9.4% | +16.6% | -7.2% | +2.3% |
| 3M | -22.6% | -23.5% | +0.9% | -14.9% |
| 6M | -45.4% | +25.7% | -71.2% | -52.6% |
| YTD | +9.8% | -3.4% | +13.2% | +3.5% |
| 1Y | +8.0% | +7.6% | +0.5% | -2.7% |
| 3Y | +1,149.5% | +423.6% | +725.9% | +344.8% |
| All | +1,149.5% | +423.6% | +725.9% | +344.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling