+86.1%
WULF vs CTVA
+22.4%
+63.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | +7.6% | +4.9% | +2.6% | +7.5% |
| 30D | -8.6% | +11.9% | -20.6% | -8.8% |
| 3M | -37.0% | +13.7% | -50.6% | -39.6% |
| 6M | +7.4% | +13.1% | -5.7% | +2.5% |
| YTD | +43.7% | +32.0% | +11.7% | +31.5% |
| 1Y | +86.1% | +22.1% | +64.1% | +73.3% |
| All | +86.1% | +22.4% | +63.7% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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