-22.1%
WULF vs COR
+5.5%
-27.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.0% | -10.6% | -4.8% |
| 7D | -12.8% | +9.1% | -22.0% | -9.0% |
| 30D | -20.9% | +12.4% | -33.3% | -16.3% |
| 3M | -38.0% | +15.8% | -53.8% | -33.4% |
| 6M | -47.5% | +17.1% | -64.6% | -42.1% |
| YTD | +1.8% | +5.4% | -3.6% | +17.6% |
| 1Y | -22.1% | +3.5% | -25.6% | -10.9% |
| All | -22.1% | +5.5% | -27.5% | -10.9% |
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