-22.1%
WULF vs COO
-7.7%
-14.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.9% | -12.5% | -6.0% |
| 7D | -12.8% | +8.4% | -21.2% | -12.1% |
| 30D | -20.9% | +13.5% | -34.4% | -20.5% |
| 3M | -38.0% | -13.8% | -24.3% | -39.2% |
| 6M | -47.5% | +4.7% | -52.2% | -49.8% |
| YTD | +1.8% | -21.4% | +23.2% | +4.9% |
| 1Y | -22.1% | -6.7% | -15.3% | -26.5% |
| All | -22.1% | -7.7% | -14.4% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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