+1,695.0%
WULF vs CSX
+3,913.1%
-2,218.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.6% |
| 7D | +7.6% | -3.4% | +10.9% | +8.2% |
| 30D | -8.6% | -3.1% | -5.6% | -8.1% |
| 3M | -37.0% | +7.2% | -44.1% | -37.8% |
| 6M | +7.4% | +16.2% | -8.8% | +4.8% |
| YTD | +43.7% | +37.5% | +6.1% | +36.5% |
| 1Y | +86.1% | +53.2% | +32.9% | +74.0% |
| 3Y | +733.8% | +68.2% | +665.6% | +675.8% |
| 5Y | -33.6% | +65.2% | -98.8% | -38.3% |
| 10Y | +76.1% | +504.1% | -428.1% | +41.4% |
| All | +1,695.0% | +3,913.1% | -2,218.1% | +804.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling