-20.4%
WULF vs CSGP
-56.4%
+36.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.7% | +17.5% | +10.8% |
| 7D | -3.1% | +1.3% | -4.3% | -2.1% |
| 30D | -21.0% | +10.7% | -31.7% | -16.6% |
| 3M | -35.5% | +3.3% | -38.8% | -33.1% |
| 6M | -55.8% | -10.3% | -45.5% | -54.8% |
| YTD | -1.0% | -54.6% | +53.5% | +1.4% |
| 1Y | -20.4% | -54.6% | +34.3% | -16.3% |
| All | -20.4% | -56.4% | +36.0% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling