+228.9%
WULF vs ABNB
+16.2%
+212.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.6% |
| 7D | +15.6% | -7.4% | +23.0% | +20.3% |
| 30D | +5.7% | -8.2% | +13.9% | +9.7% |
| 3M | -32.3% | +29.1% | -61.4% | -43.8% |
| 6M | +23.7% | +26.6% | -2.9% | +3.5% |
| YTD | +49.1% | +25.0% | +24.1% | +24.6% |
| 1Y | +66.3% | +37.0% | +29.3% | +30.6% |
| 3Y | +851.7% | +16.3% | +835.3% | +738.6% |
| 5Y | -30.9% | +2.2% | -33.1% | -43.0% |
| All | +228.9% | +16.2% | +212.7% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling