-22.1%
WULF vs CPAY
+59.0%
-81.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.0% | -9.6% | -5.9% |
| 7D | -12.8% | +5.7% | -18.6% | -11.6% |
| 30D | -20.9% | +4.2% | -25.1% | -20.1% |
| 3M | -38.0% | +5.6% | -43.6% | -37.2% |
| 6M | -47.5% | +34.7% | -82.2% | -44.6% |
| YTD | +1.8% | +39.1% | -37.3% | +15.3% |
| 1Y | -22.1% | +60.3% | -82.3% | +1.4% |
| All | -22.1% | +59.0% | -81.1% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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