+1,317.7%
WULF vs CSX
+4,155.9%
-2,838.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | +29.4% | +3.1% | +26.3% | +28.7% |
| 30D | -1.3% | +9.7% | -11.0% | -3.0% |
| 3M | -24.1% | +4.9% | -29.1% | -24.9% |
| 6M | -42.8% | +18.4% | -61.2% | -44.6% |
| YTD | +13.5% | +45.9% | -32.4% | +6.5% |
| 1Y | +3.2% | +50.0% | -46.8% | -3.6% |
| 3Y | +1,230.6% | +78.0% | +1,152.6% | +1,122.1% |
| 5Y | -54.1% | +59.2% | -113.3% | -57.5% |
| 10Y | +39.2% | +421.4% | -382.2% | +12.7% |
| All | +1,317.7% | +4,155.9% | -2,838.2% | +605.1% |
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