+6,169.3%
JNJ vs WULF
+1,720.0%
+4,449.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.3% |
| 7D | -3.5% | +1.4% | -4.9% | -3.5% |
| 30D | +2.3% | -2.6% | +4.9% | +2.3% |
| 3M | +12.0% | -34.0% | +45.9% | +12.1% |
| 6M | +10.5% | +10.0% | +0.5% | +10.3% |
| YTD | +30.4% | +45.7% | -15.3% | +29.9% |
| 1Y | +52.1% | +57.3% | -5.2% | +51.4% |
| 3Y | +77.8% | +878.9% | -801.1% | +72.7% |
| 5Y | +82.9% | -28.3% | +111.2% | +80.0% |
| 10Y | +194.8% | +82.7% | +112.2% | +181.4% |
| All | +6,169.3% | +1,720.0% | +4,449.3% | +5,241.2% |
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