+1,149.5%
WULF vs ALL
+117.7%
+1,031.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.1% |
| 7D | +11.0% | +5.0% | +6.0% | +13.2% |
| 30D | +9.4% | +13.3% | -4.0% | +15.0% |
| 3M | -22.6% | +3.2% | -25.8% | -20.7% |
| 6M | -45.4% | +25.3% | -70.8% | -41.5% |
| YTD | +9.8% | +30.5% | -20.6% | +18.4% |
| 1Y | +8.0% | +29.2% | -21.2% | +16.5% |
| 3Y | +1,149.5% | +119.1% | +1,030.4% | +4,085.7% |
| All | +1,149.5% | +117.7% | +1,031.8% | +4,085.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling