+86.1%
WULF vs CRL
+78.8%
+7.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.9% |
| 7D | +7.6% | -1.0% | +8.6% | +7.7% |
| 30D | -8.6% | +10.7% | -19.3% | -9.6% |
| 3M | -37.0% | +55.3% | -92.2% | -41.2% |
| 6M | +7.4% | +60.7% | -53.2% | -1.6% |
| YTD | +43.7% | +44.6% | -0.9% | +30.2% |
| 1Y | +86.1% | +77.7% | +8.4% | +77.2% |
| All | +86.1% | +78.8% | +7.3% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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