+1,317.7%
WULF vs CP
+9,864.9%
-8,547.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | +29.4% | +0.9% | +28.5% | +29.1% |
| 30D | -1.3% | +10.3% | -11.6% | -3.1% |
| 3M | -24.1% | +2.3% | -26.4% | -24.6% |
| 6M | -42.8% | +10.7% | -53.5% | -44.0% |
| YTD | +13.5% | +29.3% | -15.8% | +8.5% |
| 1Y | +3.2% | +31.5% | -28.3% | -1.6% |
| 3Y | +1,230.6% | +36.7% | +1,193.9% | +1,178.1% |
| 5Y | -54.1% | +26.8% | -80.9% | -55.6% |
| 10Y | +39.2% | +260.1% | -220.9% | +21.2% |
| All | +1,317.7% | +9,864.9% | -8,547.1% | +949.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling