+86.1%
WULF vs COO
+4.1%
+82.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.5% |
| 7D | +7.6% | -2.2% | +9.8% | +7.1% |
| 30D | -8.6% | -7.0% | -1.6% | -9.7% |
| 3M | -37.0% | +12.2% | -49.2% | -38.1% |
| 6M | +7.4% | -15.1% | +22.5% | +8.8% |
| YTD | +43.7% | -15.1% | +58.8% | +45.5% |
| 1Y | +86.1% | +2.3% | +83.8% | +97.5% |
| All | +86.1% | +4.1% | +82.0% | +97.5% |
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