+82.7%
WULF vs CVS
+41.0%
+41.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +1.4% | -2.2% | +3.5% | +1.8% |
| 30D | -2.6% | -0.1% | -2.6% | -2.7% |
| 3M | -34.0% | -5.2% | -28.8% | -33.5% |
| 6M | +10.0% | +26.9% | -16.9% | +4.4% |
| YTD | +45.7% | +22.1% | +23.6% | +38.1% |
| 1Y | +57.3% | +30.8% | +26.5% | +46.8% |
| 3Y | +878.9% | +54.4% | +824.6% | +774.1% |
| 5Y | -28.3% | +33.4% | -61.7% | -33.8% |
| All | +82.7% | +41.0% | +41.6% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling