+1,841.8%
WULF vs CTAS
+10,558.3%
-8,716.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.2% | +8.2% |
| 7D | +21.9% | 0.0% | +22.0% | +21.9% |
| 30D | +4.6% | -1.0% | +5.6% | +4.7% |
| 3M | -30.9% | +15.8% | -46.7% | -32.4% |
| 6M | +29.9% | -1.0% | +30.9% | +29.4% |
| YTD | +55.4% | +7.4% | +48.0% | +53.1% |
| 1Y | +94.1% | -0.1% | +94.3% | +92.7% |
| 3Y | +892.2% | +66.3% | +825.9% | +838.3% |
| 5Y | -26.7% | +111.0% | -137.7% | -31.8% |
| 10Y | +94.0% | +662.9% | -568.9% | +68.4% |
| All | +1,841.8% | +10,558.3% | -8,716.6% | +1,721.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling