+76.1%
WULF vs CP
+230.5%
-154.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -5.1% |
| 7D | -0.6% | -2.7% | +2.1% | +0.7% |
| 30D | -3.6% | -3.4% | -0.3% | -2.1% |
| 3M | -30.4% | -0.6% | -29.8% | -30.7% |
| 6M | +12.5% | +6.3% | +6.2% | +9.1% |
| YTD | +40.5% | +21.2% | +19.3% | +28.6% |
| 1Y | +53.0% | +20.0% | +33.0% | +40.6% |
| 3Y | +796.7% | +18.7% | +777.9% | +749.1% |
| 5Y | -30.9% | +34.8% | -65.6% | -36.9% |
| All | +76.1% | +230.5% | -154.4% | +57.8% |
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