-20.4%
WULF vs CRBG
+15.6%
-36.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.4% | +13.2% | +13.0% |
| 7D | -3.1% | -2.1% | -1.0% | -1.4% |
| 30D | -21.0% | -0.9% | -20.1% | -20.1% |
| 3M | -35.5% | +1.0% | -36.4% | -35.5% |
| 6M | -55.8% | +23.5% | -79.3% | -61.4% |
| YTD | -1.0% | +16.0% | -17.0% | -8.7% |
| 1Y | -20.4% | +17.9% | -38.3% | -28.2% |
| All | -20.4% | +15.6% | -36.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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