+86.1%
WULF vs COR
+12.8%
+73.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.1% |
| 7D | +7.6% | +2.8% | +4.8% | +8.6% |
| 30D | -8.6% | +4.5% | -13.2% | -7.0% |
| 3M | -37.0% | +22.7% | -59.6% | -32.9% |
| 6M | +7.4% | -9.7% | +17.1% | +13.7% |
| YTD | +43.7% | -1.4% | +45.1% | +56.6% |
| 1Y | +86.1% | +13.9% | +72.2% | +104.0% |
| All | +86.1% | +12.8% | +73.3% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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