+1,352.5%
WULF vs CSX
+4,115.3%
-2,762.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.8% | +6.1% |
| 7D | +14.2% | -0.3% | +14.5% | +14.3% |
| 30D | -0.1% | +8.7% | -8.8% | -1.7% |
| 3M | -20.2% | +4.2% | -24.4% | -21.0% |
| 6M | -42.8% | +16.7% | -59.5% | -44.5% |
| YTD | +16.3% | +44.5% | -28.2% | +9.2% |
| 1Y | +8.0% | +50.3% | -42.3% | +0.9% |
| 3Y | +1,263.3% | +76.3% | +1,187.0% | +1,154.1% |
| 5Y | -53.5% | +58.1% | -111.6% | -56.9% |
| 10Y | +42.6% | +416.4% | -373.8% | +15.7% |
| All | +1,352.5% | +4,115.3% | -2,762.8% | +623.6% |
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