+48.8%
PFE vs WULF
+34.7%
+14.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.2% |
| 7D | -1.7% | +11.0% | -12.7% | -1.8% |
| 30D | +0.3% | +9.4% | -9.0% | +0.2% |
| 3M | +9.4% | -22.6% | +32.0% | +9.5% |
| 6M | +14.9% | -45.4% | +60.3% | +15.3% |
| YTD | +23.8% | +9.8% | +14.0% | +23.1% |
| 1Y | +19.5% | +8.0% | +11.5% | +18.8% |
| 3Y | +21.0% | +1,149.5% | -1,128.5% | +14.5% |
| 5Y | -23.9% | -55.6% | +31.7% | -26.2% |
| All | +48.8% | +34.7% | +14.1% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling