+924.2%
WULF vs COR
+17,211.5%
-16,287.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.9% | +10.1% | +8.2% |
| 7D | +21.9% | -1.9% | +23.8% | +22.0% |
| 30D | +4.6% | +1.5% | +3.1% | +4.5% |
| 3M | -30.9% | +18.7% | -49.6% | -31.4% |
| 6M | +29.9% | -9.0% | +38.9% | +30.2% |
| YTD | +55.4% | -3.3% | +58.7% | +55.4% |
| 1Y | +94.1% | +9.8% | +84.3% | +92.9% |
| 3Y | +892.2% | +87.4% | +804.9% | +854.9% |
| 5Y | -26.7% | +180.5% | -207.3% | -31.3% |
| 10Y | +94.0% | +398.1% | -304.2% | +75.2% |
| All | +924.2% | +17,211.5% | -16,287.2% | +868.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling