+878.9%
WULF vs CTVA
+74.2%
+804.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.1% |
| 7D | +1.4% | -4.5% | +5.9% | +4.1% |
| 30D | -2.6% | +11.3% | -13.9% | -9.8% |
| 3M | -34.0% | +12.3% | -46.3% | -41.8% |
| 6M | +10.0% | +7.2% | +2.8% | -0.1% |
| YTD | +45.7% | +26.0% | +19.7% | +16.6% |
| 1Y | +57.3% | +16.0% | +41.3% | +33.6% |
| 3Y | +878.9% | +73.9% | +805.0% | +496.3% |
| All | +878.9% | +74.2% | +804.7% | +496.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling