+20,711.6%
LLY vs WULF
+1,841.8%
+18,869.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.2% | -10.4% | -2.4% |
| 7D | -3.1% | +21.9% | -25.0% | -3.5% |
| 30D | -5.1% | +4.6% | -9.6% | -5.2% |
| 3M | -2.1% | -30.9% | +28.9% | -1.5% |
| 6M | +13.8% | +29.9% | -16.0% | +12.7% |
| YTD | +5.1% | +55.4% | -50.4% | +3.4% |
| 1Y | +53.1% | +94.1% | -41.0% | +49.5% |
| 3Y | +95.6% | +892.2% | -796.6% | +79.6% |
| 5Y | +361.5% | -26.7% | +388.3% | +330.8% |
| 10Y | +1,545.2% | +94.0% | +1,451.2% | +1,359.7% |
| All | +20,711.6% | +1,841.8% | +18,869.8% | +17,284.1% |
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