-27.4%
WULF vs ABNB
+4.6%
-32.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -5.0% |
| 7D | -0.6% | -9.5% | +8.9% | +6.2% |
| 30D | -3.6% | -9.4% | +5.7% | +1.9% |
| 3M | -30.4% | +29.9% | -60.3% | -45.6% |
| 6M | +12.5% | +26.6% | -14.1% | -10.8% |
| YTD | +40.5% | +23.5% | +16.9% | +12.0% |
| 1Y | +53.0% | +35.8% | +17.1% | +12.2% |
| 3Y | +796.7% | +15.0% | +781.7% | +656.3% |
| All | -27.4% | +4.6% | -32.1% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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