+57.3%
WULF vs A
+18.0%
+39.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.1% | +3.3% |
| 7D | +1.4% | -2.6% | +4.0% | +1.7% |
| 30D | -2.6% | -0.9% | -1.7% | -2.5% |
| 3M | -34.0% | +13.6% | -47.6% | -35.6% |
| 6M | +10.0% | +27.8% | -17.8% | +3.8% |
| YTD | +45.7% | +8.6% | +37.1% | +39.6% |
| 1Y | +57.3% | +16.9% | +40.5% | +57.2% |
| All | +57.3% | +18.0% | +39.3% | +57.2% |
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