+445.1%
WULF vs A
+442.2%
+2.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.7% | +10.8% | +8.5% |
| 7D | +21.9% | -2.1% | +24.0% | +22.2% |
| 30D | +4.6% | +0.6% | +4.0% | +4.4% |
| 3M | -30.9% | +10.9% | -41.8% | -32.0% |
| 6M | +29.9% | +28.2% | +1.7% | +25.1% |
| YTD | +55.4% | +8.6% | +46.9% | +53.0% |
| 1Y | +94.1% | +15.5% | +78.6% | +89.2% |
| 3Y | +892.2% | +31.8% | +860.4% | +857.4% |
| 5Y | -26.7% | -14.9% | -11.9% | -26.3% |
| 10Y | +94.0% | +237.8% | -143.8% | +79.0% |
| All | +445.1% | +442.2% | +2.8% | +369.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling