-28.0%
WULF vs CSX
+65.4%
-93.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +8.9% |
| 7D | +21.9% | +0.6% | +21.3% | +21.3% |
| 30D | +4.6% | -2.3% | +6.8% | +6.6% |
| 3M | -30.9% | +4.3% | -35.2% | -34.0% |
| 6M | +29.9% | +23.4% | +6.5% | +7.5% |
| YTD | +55.4% | +36.4% | +19.0% | +18.5% |
| 1Y | +94.1% | +53.0% | +41.1% | +34.9% |
| 3Y | +892.2% | +70.6% | +821.6% | +556.3% |
| All | -28.0% | +65.4% | -93.4% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling