+82.7%
WULF vs COP
+345.8%
-263.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +1.4% | +2.3% | -0.9% | +0.9% |
| 30D | -2.6% | +8.6% | -11.2% | -4.6% |
| 3M | -34.0% | +19.9% | -53.8% | -37.0% |
| 6M | +10.0% | +19.0% | -9.0% | +3.7% |
| YTD | +45.7% | +50.0% | -4.3% | +29.2% |
| 1Y | +57.3% | +50.5% | +6.8% | +38.4% |
| 3Y | +878.9% | +25.2% | +853.7% | +799.5% |
| 5Y | -28.3% | +194.3% | -222.6% | -41.0% |
| All | +82.7% | +345.8% | -263.2% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling