+1,762.4%
WULF vs CVS
+1,936.2%
-173.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | +15.6% | -1.9% | +17.5% | +15.8% |
| 30D | +5.7% | -0.3% | +6.0% | +5.7% |
| 3M | -32.3% | -1.1% | -31.2% | -32.3% |
| 6M | +23.7% | +23.7% | 0.0% | +21.0% |
| YTD | +49.1% | +23.0% | +26.1% | +45.4% |
| 1Y | +66.3% | +37.2% | +29.2% | +60.5% |
| 3Y | +851.7% | +62.4% | +789.2% | +800.4% |
| 5Y | -30.9% | +31.8% | -62.7% | -33.5% |
| 10Y | +86.9% | +41.9% | +45.0% | +77.6% |
| All | +1,762.4% | +1,936.2% | -173.8% | +1,509.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling