+86.1%
WULF vs A
+21.7%
+64.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +7.6% | -1.9% | +9.5% | +7.8% |
| 30D | -8.6% | +6.9% | -15.5% | -9.4% |
| 3M | -37.0% | +9.2% | -46.2% | -37.6% |
| 6M | +7.4% | +25.7% | -18.3% | +2.2% |
| YTD | +43.7% | +11.5% | +32.2% | +37.2% |
| 1Y | +86.1% | +18.4% | +67.8% | +88.3% |
| All | +86.1% | +21.7% | +64.5% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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