+86.1%
WULF vs ALL
+28.3%
+57.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +0.2% |
| 7D | +7.6% | 0.0% | +7.5% | +7.4% |
| 30D | -8.6% | -1.5% | -7.1% | -9.4% |
| 3M | -37.0% | +23.6% | -60.6% | -17.9% |
| 6M | +7.4% | +22.3% | -14.9% | +37.7% |
| YTD | +43.7% | +26.5% | +17.2% | +98.7% |
| 1Y | +86.1% | +27.0% | +59.1% | +168.0% |
| All | +86.1% | +28.3% | +57.8% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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