-22.1%
WULF vs CVS
+5.1%
-27.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -12.5% | +5.9% | -7.7% |
| 7D | -12.8% | -11.1% | -1.7% | -13.7% |
| 30D | -20.9% | -7.4% | -13.4% | -20.9% |
| 3M | -38.0% | -22.9% | -15.2% | -39.6% |
| 6M | -47.5% | -1.2% | -46.3% | -47.0% |
| YTD | +1.8% | +3.9% | -2.0% | -1.3% |
| 1Y | -22.1% | +5.6% | -27.6% | -25.6% |
| All | -22.1% | +5.1% | -27.1% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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