+86.1%
WULF vs CSX
+55.3%
+30.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.0% |
| 7D | +7.6% | -3.4% | +10.9% | +10.9% |
| 30D | -8.6% | -3.1% | -5.6% | -6.0% |
| 3M | -37.0% | +7.2% | -44.1% | -42.3% |
| 6M | +7.4% | +16.2% | -8.8% | -10.3% |
| YTD | +43.7% | +37.5% | +6.1% | +0.3% |
| 1Y | +86.1% | +53.2% | +32.9% | +25.0% |
| All | +86.1% | +55.3% | +30.9% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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