+86.1%
WULF vs COP
+46.5%
+39.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.3% |
| 7D | +7.6% | +3.0% | +4.6% | +9.0% |
| 30D | -8.6% | +17.5% | -26.1% | -1.9% |
| 3M | -37.0% | +13.4% | -50.3% | -32.4% |
| 6M | +7.4% | +17.7% | -10.3% | +14.0% |
| YTD | +43.7% | +46.6% | -2.9% | +53.9% |
| 1Y | +86.1% | +44.6% | +41.5% | +107.4% |
| All | +86.1% | +46.5% | +39.7% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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