-1.9%
LQD vs WULF
-22.8%
+21.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.6% | +7.4% | +0.8% |
| 7D | +0.4% | -12.8% | +13.2% | +0.6% |
| 30D | +2.6% | -20.9% | +23.5% | +2.9% |
| 3M | -1.7% | -38.0% | +36.3% | -1.2% |
| 6M | -1.9% | -47.5% | +45.6% | -1.3% |
| YTD | -2.2% | +1.8% | -4.0% | -2.0% |
| 1Y | -1.9% | -22.1% | +20.2% | -1.5% |
| All | -1.9% | -22.8% | +21.0% | -1.5% |
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