+42.6%
WULF vs CSGP
+65.4%
-22.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.4% |
| 7D | +14.2% | -7.1% | +21.3% | +16.1% |
| 30D | -0.1% | +3.6% | -3.7% | -3.0% |
| 3M | -20.2% | -2.7% | -17.5% | -22.2% |
| 6M | -42.8% | -8.0% | -34.8% | -44.3% |
| YTD | +16.3% | -55.0% | +71.3% | +44.3% |
| 1Y | +8.0% | -55.8% | +63.8% | +35.0% |
| 3Y | +1,263.3% | -62.0% | +1,325.3% | +1,722.3% |
| 5Y | -53.5% | -62.9% | +9.4% | -40.0% |
| 10Y | +42.6% | +62.6% | -20.0% | +71.4% |
| All | +42.6% | +65.4% | -22.8% | +71.4% |
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