+86.1%
WULF vs CRBG
+3.6%
+82.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +7.6% | +5.7% | +1.9% | +4.9% |
| 30D | -8.6% | +2.6% | -11.3% | -10.0% |
| 3M | -37.0% | +31.6% | -68.5% | -46.8% |
| 6M | +7.4% | +32.8% | -25.4% | -10.2% |
| YTD | +43.7% | +16.5% | +27.2% | +31.6% |
| 1Y | +86.1% | +6.1% | +80.1% | +73.9% |
| All | +86.1% | +3.6% | +82.6% | +73.9% |
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