+57.4%
JNJ vs WULF
+83.4%
-26.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.1% |
| 7D | +2.7% | +7.6% | -4.9% | +3.0% |
| 30D | +7.4% | -8.6% | +16.0% | +7.1% |
| 3M | +21.2% | -37.0% | +58.2% | +20.3% |
| 6M | +13.4% | +7.4% | +6.0% | +13.7% |
| YTD | +35.1% | +43.7% | -8.6% | +37.3% |
| 1Y | +57.4% | +86.1% | -28.7% | +64.4% |
| All | +57.4% | +83.4% | -26.0% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling