-22.1%
WULF vs CTAS
+25.6%
-47.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.4% | -9.0% | -4.6% |
| 7D | -12.8% | +7.6% | -20.4% | -6.8% |
| 30D | -20.9% | +17.2% | -38.1% | -9.3% |
| 3M | -38.0% | +12.8% | -50.8% | -31.3% |
| 6M | -47.5% | +38.0% | -85.5% | -34.2% |
| YTD | +1.8% | +22.7% | -20.9% | +23.8% |
| 1Y | -22.1% | +25.6% | -47.7% | -2.9% |
| All | -22.1% | +25.6% | -47.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling