+94.0%
WULF vs CSGP
+41.1%
+52.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.8% | +10.0% | +8.7% |
| 7D | +21.9% | -5.1% | +27.0% | +23.7% |
| 30D | +4.6% | +0.3% | +4.2% | +3.4% |
| 3M | -30.9% | -9.1% | -21.8% | -30.4% |
| 6M | +29.9% | -37.3% | +67.2% | +47.8% |
| YTD | +55.4% | -54.9% | +110.3% | +96.9% |
| 1Y | +94.1% | -65.5% | +159.7% | +173.8% |
| 3Y | +892.2% | -63.3% | +955.5% | +1,269.4% |
| 5Y | -26.7% | -65.8% | +39.0% | -3.2% |
| 10Y | +94.0% | +40.1% | +53.9% | +148.2% |
| All | +94.0% | +41.1% | +52.9% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling