-30.9%
WULF vs CP
+30.0%
-60.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.2% |
| 7D | +15.6% | +0.6% | +15.0% | +15.2% |
| 30D | +5.7% | -0.5% | +6.2% | +6.0% |
| 3M | -32.3% | +0.1% | -32.4% | -33.2% |
| 6M | +23.7% | +7.8% | +15.9% | +15.6% |
| YTD | +49.1% | +22.9% | +26.2% | +26.0% |
| 1Y | +66.3% | +21.3% | +45.0% | +41.6% |
| 3Y | +851.7% | +20.4% | +831.3% | +745.4% |
| 5Y | -30.9% | +34.9% | -65.9% | -38.6% |
| All | -30.9% | +30.0% | -60.9% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling