-30.9%
WULF vs CTAS
+107.0%
-137.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.3% |
| 7D | -0.6% | -1.3% | +0.7% | +0.3% |
| 30D | -3.6% | -3.1% | -0.6% | -1.8% |
| 3M | -30.4% | +10.3% | -40.7% | -37.5% |
| 6M | +12.5% | +1.6% | +10.8% | +7.4% |
| YTD | +40.5% | +6.3% | +34.2% | +27.3% |
| 1Y | +53.0% | -0.5% | +53.5% | +46.0% |
| 3Y | +796.7% | +64.6% | +732.1% | +398.9% |
| 5Y | -30.9% | +106.0% | -136.9% | -64.3% |
| All | -30.9% | +107.0% | -137.9% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling