-22.1%
WULF vs CP
+35.2%
-57.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.5% | -10.1% | -8.5% |
| 7D | -12.8% | +5.6% | -18.4% | -15.8% |
| 30D | -20.9% | +10.0% | -30.9% | -26.2% |
| 3M | -38.0% | +4.4% | -42.4% | -40.1% |
| 6M | -47.5% | +14.1% | -61.6% | -54.3% |
| YTD | +1.8% | +29.1% | -27.2% | -17.5% |
| 1Y | -22.1% | +34.6% | -56.6% | -39.9% |
| All | -22.1% | +35.2% | -57.3% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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