+76.1%
WULF vs CSX
+502.6%
-426.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.2% | -6.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -3.6% | -1.5% | -2.1% | -3.1% |
| 3M | -30.4% | +6.0% | -36.4% | -32.1% |
| 6M | +12.5% | +20.6% | -8.1% | +4.8% |
| YTD | +40.5% | +36.5% | +4.0% | +25.5% |
| 1Y | +53.0% | +55.0% | -2.0% | +31.2% |
| 3Y | +796.7% | +70.8% | +725.9% | +661.6% |
| 5Y | -30.9% | +69.6% | -100.4% | -41.7% |
| All | +76.1% | +502.6% | -426.5% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling