-30.9%
WULF vs A
-16.6%
-14.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -4.9% |
| 7D | -0.6% | -4.6% | +4.0% | +3.0% |
| 30D | -3.6% | -4.3% | +0.6% | -0.7% |
| 3M | -30.4% | +8.9% | -39.3% | -36.3% |
| 6M | +12.5% | +24.5% | -12.0% | -10.1% |
| YTD | +40.5% | +5.8% | +34.7% | +28.5% |
| 1Y | +53.0% | +16.2% | +36.8% | +25.8% |
| 3Y | +796.7% | +28.5% | +768.2% | +533.7% |
| 5Y | -30.9% | -16.3% | -14.5% | -11.3% |
| All | -30.9% | -16.6% | -14.3% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling