+186.9%
LQD vs WULF
+824.8%
-637.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | -0.9% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -1.1% | -3.6% | +2.5% | -1.1% |
| 3M | -2.3% | -30.4% | +28.1% | -2.2% |
| 6M | -2.9% | +12.5% | -15.4% | -3.1% |
| YTD | -2.3% | +40.5% | -42.8% | -2.8% |
| 1Y | -2.2% | +53.0% | -55.2% | -2.8% |
| 3Y | +14.0% | +796.7% | -782.6% | +10.5% |
| 5Y | -5.8% | -30.9% | +25.1% | -8.7% |
| 10Y | +22.2% | +76.1% | -53.9% | +17.2% |
| All | +186.9% | +824.8% | -637.9% | +174.9% |
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