+151.7%
HYG vs WULF
+118.6%
+33.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | -0.7% | +1.4% | -2.1% | -0.7% |
| 30D | -0.7% | -2.6% | +1.9% | -0.7% |
| 3M | -0.2% | -34.0% | +33.8% | +0.3% |
| 6M | +1.4% | +10.0% | -8.6% | +0.9% |
| YTD | +1.5% | +45.7% | -44.2% | +0.3% |
| 1Y | +2.9% | +57.3% | -54.4% | +1.4% |
| 3Y | +25.6% | +878.9% | -853.3% | +16.8% |
| 5Y | +18.6% | -28.3% | +46.9% | +11.3% |
| 10Y | +55.7% | +82.7% | -26.9% | +40.2% |
| All | +151.7% | +118.6% | +33.1% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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