+199.1%
WULF vs CSGP
+3,371.1%
-3,172.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.3% | +6.6% | +8.7% |
| 7D | +13.2% | -1.8% | +15.0% | +13.3% |
| 30D | -10.1% | +5.3% | -15.4% | -11.0% |
| 3M | -27.5% | +3.3% | -30.8% | -28.4% |
| 6M | -47.1% | -4.7% | -42.4% | -47.6% |
| YTD | +7.7% | -53.5% | +61.3% | +14.0% |
| 1Y | -11.2% | -53.7% | +42.5% | -6.0% |
| 3Y | +1,217.0% | -59.7% | +1,276.8% | +1,320.4% |
| 5Y | -57.0% | -62.5% | +5.4% | -53.6% |
| 10Y | +32.0% | +67.3% | -35.2% | +33.6% |
| All | +199.1% | +3,371.1% | -3,172.0% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling