+1,089.6%
WULF vs CORZ
+225.9%
+863.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -1.3% |
| 7D | +15.6% | +7.6% | +8.0% | +9.3% |
| 30D | +5.7% | -6.9% | +12.7% | +12.8% |
| 3M | -32.3% | -33.0% | +0.7% | -5.8% |
| 6M | +23.7% | +19.3% | +4.4% | +9.1% |
| YTD | +49.1% | +24.2% | +24.8% | +31.2% |
| 1Y | +66.3% | +24.5% | +41.8% | +45.5% |
| All | +1,089.6% | +225.9% | +863.6% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling