-30.9%
WULF vs COR
+179.1%
-210.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.0% | -6.0% |
| 7D | -0.6% | -4.8% | +4.3% | -1.8% |
| 30D | -3.6% | -3.7% | 0.0% | -4.4% |
| 3M | -30.4% | +14.3% | -44.7% | -27.7% |
| 6M | +12.5% | -8.5% | +21.0% | +13.3% |
| YTD | +40.5% | -4.4% | +44.9% | +43.5% |
| 1Y | +53.0% | +9.1% | +43.8% | +60.7% |
| 3Y | +796.7% | +85.2% | +711.5% | +911.9% |
| 5Y | -30.9% | +180.7% | -211.5% | -25.3% |
| All | -30.9% | +179.1% | -210.0% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling