+123.6%
WULF vs CVNA
+2,461.5%
-2,337.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.1% |
| 7D | +1.4% | -7.3% | +8.7% | +3.2% |
| 30D | -2.6% | -4.6% | +2.0% | -1.6% |
| 3M | -34.0% | +2.0% | -35.9% | -35.2% |
| 6M | +10.0% | +11.7% | -1.7% | +6.0% |
| YTD | +45.7% | -18.1% | +63.8% | +49.6% |
| 1Y | +57.3% | -2.4% | +59.7% | +54.9% |
| 3Y | +878.9% | +580.6% | +298.4% | +539.4% |
| 5Y | -28.3% | +4.9% | -33.2% | -62.9% |
| All | +123.6% | +2,461.5% | -2,337.8% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling