-22.1%
WULF vs ALL
+42.7%
-64.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.9% | -9.5% | -2.8% |
| 7D | -12.8% | +7.5% | -20.4% | -3.5% |
| 30D | -20.9% | +19.7% | -40.6% | +0.8% |
| 3M | -38.0% | +2.9% | -40.9% | -34.2% |
| 6M | -47.5% | +23.5% | -71.0% | -26.9% |
| YTD | +1.8% | +31.1% | -29.3% | +59.3% |
| 1Y | -22.1% | +40.5% | -62.5% | +46.7% |
| All | -22.1% | +42.7% | -64.7% | +46.7% |
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