-55.8%
WULF vs COMP
+10.0%
-65.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +10.7% | +2.1% | +10.3% |
| 7D | -3.1% | +13.4% | -16.5% | -5.3% |
| 30D | -21.0% | +11.1% | -32.1% | -22.9% |
| 3M | -35.5% | -18.8% | -16.6% | -35.5% |
| 6M | -55.8% | +10.5% | -66.3% | -59.5% |
| All | -55.8% | +10.0% | -65.8% | -59.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling