+10.0%
WULF vs CORZ
+12.8%
-2.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +0.6% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | -2.6% | -14.0% | +11.4% | +12.9% |
| 3M | -34.0% | -34.1% | +0.1% | -1.8% |
| 6M | +10.0% | +8.5% | +1.5% | -0.6% |
| All | +10.0% | +12.8% | -2.8% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling