-22.1%
WULF vs CRH
-13.9%
-8.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.6% | -12.3% | -9.7% |
| 7D | -12.8% | +14.2% | -27.0% | -21.2% |
| 30D | -20.9% | +19.5% | -40.4% | -30.9% |
| 3M | -38.0% | +0.4% | -38.4% | -38.7% |
| 6M | -47.5% | -10.1% | -37.4% | -43.1% |
| YTD | +1.8% | -19.9% | +21.8% | +20.9% |
| 1Y | -22.1% | -14.8% | -7.2% | -19.7% |
| All | -22.1% | -13.9% | -8.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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