+878.9%
WULF vs CTAS
+67.2%
+811.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.1% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | -2.6% | -0.7% | -1.9% | -2.4% |
| 3M | -34.0% | +11.1% | -45.0% | -39.0% |
| 6M | +10.0% | +2.1% | +7.9% | +7.9% |
| YTD | +45.7% | +8.0% | +37.7% | +35.2% |
| 1Y | +57.3% | -0.5% | +57.8% | +56.1% |
| 3Y | +878.9% | +66.2% | +812.7% | +353.4% |
| All | +878.9% | +67.2% | +811.7% | +353.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling