-22.1%
WULF vs CSX
+48.0%
-70.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.6% | -9.2% | -7.9% |
| 7D | -12.8% | +0.1% | -13.0% | -12.9% |
| 30D | -20.9% | +9.7% | -30.6% | -25.9% |
| 3M | -38.0% | +2.3% | -40.3% | -38.3% |
| 6M | -47.5% | +17.1% | -64.6% | -55.6% |
| YTD | +1.8% | +44.9% | -43.1% | -34.8% |
| 1Y | -22.1% | +47.1% | -69.1% | -51.0% |
| All | -22.1% | +48.0% | -70.1% | -51.0% |
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