+57.3%
WULF vs CVS
+32.3%
+25.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | +1.4% | -2.2% | +3.5% | +1.2% |
| 30D | -2.6% | -0.1% | -2.6% | -2.6% |
| 3M | -34.0% | -5.2% | -28.8% | -33.8% |
| 6M | +10.0% | +26.9% | -16.9% | +11.7% |
| YTD | +45.7% | +22.1% | +23.6% | +42.2% |
| 1Y | +57.3% | +30.8% | +26.5% | +54.1% |
| All | +57.3% | +32.3% | +25.0% | +54.1% |
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