-16.3%
UNH vs WULF
+830.0%
-846.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -2.4% |
| 7D | -4.5% | +1.4% | -5.9% | -4.5% |
| 30D | -6.5% | -2.6% | -3.9% | -6.5% |
| 3M | -6.0% | -34.0% | +28.0% | -6.0% |
| 6M | +33.7% | +10.0% | +23.7% | +33.6% |
| YTD | +16.4% | +45.7% | -29.3% | +16.4% |
| 1Y | +10.1% | +57.3% | -47.3% | +10.1% |
| 3Y | -16.3% | +878.9% | -895.3% | -13.7% |
| All | -16.3% | +830.0% | -846.3% | -13.7% |
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