+76.1%
WULF vs ALL
+361.5%
-285.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.7% |
| 7D | -0.6% | -4.3% | +3.7% | -0.1% |
| 30D | -3.6% | -3.6% | -0.1% | -3.4% |
| 3M | -30.4% | +13.2% | -43.6% | -32.1% |
| 6M | +12.5% | +22.5% | -10.0% | +8.1% |
| YTD | +40.5% | +22.7% | +17.7% | +34.1% |
| 1Y | +53.0% | +28.3% | +24.7% | +44.0% |
| 3Y | +796.7% | +152.0% | +644.6% | +617.5% |
| 5Y | -30.9% | +115.4% | -146.3% | -42.7% |
| All | +76.1% | +361.5% | -285.4% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling