+23.7%
WULF vs CTVA
+10.7%
+13.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.7% | -4.7% |
| 7D | +15.6% | -5.8% | +21.4% | +12.6% |
| 30D | +5.7% | +11.1% | -5.3% | +10.1% |
| 3M | -32.3% | +13.2% | -45.5% | -33.1% |
| 6M | +23.7% | +8.7% | +15.0% | +22.9% |
| All | +23.7% | +10.7% | +13.0% | +22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling