+1,841.8%
WULF vs COP
+3,480.1%
-1,638.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.6% | +7.6% | +8.1% |
| 7D | +21.9% | -0.8% | +22.8% | +22.0% |
| 30D | +4.6% | +15.6% | -11.0% | +2.4% |
| 3M | -30.9% | +14.3% | -45.3% | -32.5% |
| 6M | +29.9% | +17.0% | +12.9% | +25.8% |
| YTD | +55.4% | +47.4% | +8.0% | +45.4% |
| 1Y | +94.1% | +52.4% | +41.7% | +80.0% |
| 3Y | +892.2% | +20.8% | +871.4% | +851.6% |
| 5Y | -26.7% | +191.7% | -218.4% | -35.1% |
| 10Y | +94.0% | +325.1% | -231.1% | +64.6% |
| All | +1,841.8% | +3,480.1% | -1,638.3% | +1,650.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling