+73.3%
PANW vs WULF
+83.4%
-10.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | -10.3% | +7.6% | -17.9% | -10.5% |
| 30D | -8.1% | -8.6% | +0.5% | -7.9% |
| 3M | +19.3% | -37.0% | +56.3% | +20.6% |
| 6M | +110.2% | +7.4% | +102.8% | +105.6% |
| YTD | +80.9% | +43.7% | +37.2% | +73.6% |
| 1Y | +73.3% | +86.1% | -12.9% | +71.6% |
| All | +73.3% | +83.4% | -10.2% | +71.6% |
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