+82.7%
WULF vs COO
+17.0%
+65.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +1.4% | -22.5% | +23.9% | +10.2% |
| 30D | -2.6% | -29.7% | +27.1% | +9.2% |
| 3M | -34.0% | -20.1% | -13.8% | -29.8% |
| 6M | +10.0% | -26.9% | +36.9% | +20.6% |
| YTD | +45.7% | -34.2% | +79.9% | +65.8% |
| 1Y | +57.3% | -21.3% | +78.6% | +66.0% |
| 3Y | +878.9% | -38.7% | +917.6% | +1,021.1% |
| 5Y | -28.3% | -52.2% | +23.9% | -16.0% |
| All | +82.7% | +17.0% | +65.7% | +89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling