+1,062.5%
WULF vs CORZ
+223.2%
+839.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +1.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | -2.6% | -14.0% | +11.4% | +10.9% |
| 3M | -34.0% | -34.1% | +0.1% | -7.1% |
| 6M | +10.0% | +8.5% | +1.5% | +4.7% |
| YTD | +45.7% | +23.2% | +22.5% | +29.2% |
| 1Y | +57.3% | +15.4% | +42.0% | +46.8% |
| All | +1,062.5% | +223.2% | +839.3% | +284.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling