+1,695.0%
WULF vs CP
+9,527.9%
-7,832.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +7.6% | -2.7% | +10.2% | +8.1% |
| 30D | -8.6% | +0.2% | -8.8% | -8.7% |
| 3M | -37.0% | +2.6% | -39.5% | -37.4% |
| 6M | +7.4% | +6.0% | +1.4% | +6.4% |
| YTD | +43.7% | +24.9% | +18.8% | +38.4% |
| 1Y | +86.1% | +20.1% | +66.0% | +80.4% |
| 3Y | +733.8% | +16.4% | +717.4% | +720.1% |
| 5Y | -33.6% | +31.7% | -65.3% | -35.8% |
| 10Y | +76.1% | +223.9% | -147.8% | +55.5% |
| All | +1,695.0% | +9,527.9% | -7,832.9% | +1,239.0% |
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