-30.9%
WULF vs COO
-51.8%
+20.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -14.7% | +8.9% | +1.7% |
| 7D | -0.6% | -23.3% | +22.8% | +13.1% |
| 30D | -3.6% | -29.5% | +25.8% | +14.1% |
| 3M | -30.4% | -20.0% | -10.4% | -24.1% |
| 6M | +12.5% | -27.2% | +39.7% | +29.3% |
| YTD | +40.5% | -33.9% | +74.4% | +70.4% |
| 1Y | +53.0% | -19.9% | +72.9% | +62.4% |
| 3Y | +796.7% | -38.1% | +834.8% | +971.5% |
| 5Y | -30.9% | -52.0% | +21.1% | +0.6% |
| All | -30.9% | -51.8% | +20.9% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling