-22.1%
WULF vs CVNA
+20.1%
-42.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +8.8% | -15.4% | -9.4% |
| 7D | -12.8% | +31.3% | -44.2% | -21.7% |
| 30D | -20.9% | +21.7% | -42.6% | -26.7% |
| 3M | -38.0% | +14.0% | -52.0% | -41.4% |
| 6M | -47.5% | +3.0% | -50.5% | -48.9% |
| YTD | +1.8% | -8.1% | +9.9% | -0.7% |
| 1Y | -22.1% | +25.2% | -47.2% | -43.5% |
| All | -22.1% | +20.1% | -42.2% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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