+57.3%
WULF vs CP
+20.2%
+37.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.4% |
| 7D | +1.4% | -2.6% | +4.0% | +3.3% |
| 30D | -2.6% | -3.7% | +1.1% | -0.3% |
| 3M | -34.0% | +0.1% | -34.1% | -35.2% |
| 6M | +10.0% | +7.8% | +2.1% | +0.4% |
| YTD | +45.7% | +21.7% | +24.0% | +27.9% |
| 1Y | +57.3% | +18.6% | +38.7% | +39.4% |
| All | +57.3% | +20.2% | +37.1% | +39.4% |
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