-22.1%
WULF vs CORZ
-41.7%
+19.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -10.4% | +3.8% | +4.2% |
| 7D | -12.8% | -14.9% | +2.1% | +2.8% |
| 30D | -20.9% | -23.1% | +2.2% | +4.2% |
| 3M | -38.0% | -44.1% | +6.0% | +13.5% |
| 6M | -47.5% | -39.5% | -8.0% | -13.5% |
| YTD | +1.8% | -12.4% | +14.2% | +12.4% |
| 1Y | -22.1% | -41.3% | +19.3% | +38.9% |
| All | -22.1% | -41.7% | +19.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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