+148.4%
WULF vs CYCU
-99.9%
+248.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.6% |
| 7D | -12.8% | +1.2% | -14.0% | -12.8% |
| 30D | -20.9% | -31.5% | +10.6% | -19.9% |
| 3M | -38.0% | -62.0% | +24.0% | -36.4% |
| 6M | -47.5% | -67.4% | +19.9% | -52.2% |
| YTD | +1.8% | -88.6% | +90.4% | -8.0% |
| 1Y | -22.1% | -88.5% | +66.5% | -29.9% |
| All | +148.4% | -99.9% | +248.3% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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