+878.9%
WULF vs CRH
+70.5%
+808.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +2.8% |
| 7D | +1.4% | -6.1% | +7.5% | +6.7% |
| 30D | -2.6% | -9.3% | +6.7% | +5.5% |
| 3M | -34.0% | -15.2% | -18.8% | -25.6% |
| 6M | +10.0% | -14.2% | +24.2% | +23.0% |
| YTD | +45.7% | -28.3% | +73.9% | +92.1% |
| 1Y | +57.3% | -21.8% | +79.1% | +91.7% |
| 3Y | +878.9% | +71.6% | +807.3% | +609.9% |
| All | +878.9% | +70.5% | +808.5% | +609.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling