+140.8%
LLY vs WULF
+1,201.0%
-1,060.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.3% |
| 7D | +6.7% | +11.0% | -4.3% | +6.4% |
| 30D | +19.6% | +9.4% | +10.2% | +19.1% |
| 3M | +19.7% | -22.6% | +42.3% | +20.1% |
| 6M | +42.7% | -45.4% | +88.1% | +44.4% |
| YTD | +35.1% | +9.8% | +25.3% | +32.7% |
| 1Y | +42.2% | +8.0% | +34.1% | +39.4% |
| 3Y | +140.8% | +1,149.5% | -1,008.7% | +107.4% |
| All | +140.8% | +1,201.0% | -1,060.2% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling