+1,149.5%
WULF vs COO
-24.0%
+1,173.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.4% |
| 7D | +11.0% | +0.5% | +10.5% | +10.9% |
| 30D | +9.4% | +14.2% | -4.8% | +4.9% |
| 3M | -22.6% | -18.2% | -4.4% | -18.7% |
| 6M | -45.4% | +5.3% | -50.8% | -48.5% |
| YTD | +9.8% | -23.6% | +33.4% | +18.6% |
| 1Y | +8.0% | -12.7% | +20.7% | +10.1% |
| 3Y | +1,149.5% | -24.2% | +1,173.7% | +1,450.0% |
| All | +1,149.5% | -24.0% | +1,173.6% | +1,450.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling