+34.7%
WULF vs CP
+257.3%
-222.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +11.0% | +2.1% | +8.8% | +10.0% |
| 30D | +9.4% | +9.3% | 0.0% | +4.5% |
| 3M | -22.6% | +0.5% | -23.1% | -23.2% |
| 6M | -45.4% | +10.4% | -55.8% | -48.4% |
| YTD | +9.8% | +28.7% | -18.9% | -2.8% |
| 1Y | +8.0% | +33.2% | -25.1% | -5.7% |
| 3Y | +1,149.5% | +38.4% | +1,111.1% | +1,014.1% |
| 5Y | -55.6% | +26.2% | -81.8% | -59.7% |
| All | +34.7% | +257.3% | -222.6% | +23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling