+57.3%
LLY vs WULF
-22.8%
+80.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.2% | +0.5% |
| 7D | +10.1% | -12.8% | +22.9% | +9.8% |
| 30D | +24.0% | -20.9% | +44.9% | +23.7% |
| 3M | +27.3% | -38.0% | +65.3% | +26.9% |
| 6M | +47.0% | -47.5% | +94.5% | +47.1% |
| YTD | +32.6% | +1.8% | +30.8% | +32.9% |
| 1Y | +57.3% | -22.1% | +79.4% | +56.8% |
| All | +57.3% | -22.8% | +80.2% | +56.8% |
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