+86.1%
WULF vs CRH
-14.7%
+100.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.1% |
| 7D | +7.6% | -1.7% | +9.2% | +8.9% |
| 30D | -8.6% | -5.4% | -3.3% | -5.0% |
| 3M | -37.0% | -11.2% | -25.8% | -31.8% |
| 6M | +7.4% | -15.8% | +23.3% | +22.4% |
| YTD | +43.7% | -23.6% | +67.3% | +77.2% |
| 1Y | +86.1% | -14.6% | +100.7% | +114.0% |
| All | +86.1% | -14.7% | +100.8% | +114.0% |
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