+82.7%
WULF vs CPAY
+155.2%
-72.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | -2.0% | +3.4% | +2.1% |
| 30D | -2.6% | -0.4% | -2.3% | -2.8% |
| 3M | -34.0% | +16.4% | -50.3% | -38.5% |
| 6M | +10.0% | +23.5% | -13.5% | -0.9% |
| YTD | +45.7% | +35.7% | +10.0% | +24.1% |
| 1Y | +57.3% | +30.2% | +27.2% | +35.9% |
| 3Y | +878.9% | +49.7% | +829.2% | +729.6% |
| 5Y | -28.3% | +56.6% | -84.9% | -41.7% |
| All | +82.7% | +155.2% | -72.5% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling