+14.2%
LQD vs WULF
+830.0%
-815.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.8% | -0.1% |
| 7D | -1.1% | +1.4% | -2.5% | -1.1% |
| 30D | -1.3% | -2.6% | +1.3% | -1.3% |
| 3M | -3.2% | -34.0% | +30.8% | -2.9% |
| 6M | -2.1% | +10.0% | -12.1% | -2.3% |
| YTD | -2.4% | +45.7% | -48.0% | -2.9% |
| 1Y | -2.7% | +57.3% | -60.0% | -3.4% |
| 3Y | +14.2% | +878.9% | -864.8% | +9.3% |
| All | +14.2% | +830.0% | -815.8% | +9.3% |
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