+1,143.6%
WULF vs CSX
+74.1%
+1,069.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.3% |
| 7D | +0.2% | +0.7% | -0.5% | -0.7% |
| 30D | -8.8% | +8.1% | -16.9% | -17.3% |
| 3M | -22.5% | +2.2% | -24.7% | -25.6% |
| 6M | -46.3% | +14.6% | -60.9% | -55.7% |
| YTD | +9.3% | +42.2% | -32.9% | -30.7% |
| 1Y | -12.2% | +47.3% | -59.5% | -46.5% |
| All | +1,143.6% | +74.1% | +1,069.4% | +595.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling