+27.0%
WULF vs COMP
-52.0%
+79.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +10.7% | +2.1% | +8.7% |
| 7D | -3.1% | +13.4% | -16.5% | -7.7% |
| 30D | -21.0% | +11.1% | -32.1% | -24.5% |
| 3M | -35.5% | -18.8% | -16.6% | -30.9% |
| 6M | -55.8% | +10.5% | -66.3% | -59.0% |
| YTD | -1.0% | -3.4% | +2.4% | -5.9% |
| 1Y | -20.4% | +19.7% | -40.1% | -30.7% |
| 3Y | +972.6% | +381.6% | +591.0% | +401.6% |
| 5Y | -54.5% | -17.6% | -36.9% | -74.9% |
| All | +27.0% | -52.0% | +79.0% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling