+901.8%
WULF vs ALL
+151.8%
+749.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +15.6% | -2.2% | +17.8% | +15.0% |
| 30D | +5.7% | -5.6% | +11.3% | +4.7% |
| 3M | -32.3% | +17.2% | -49.5% | -31.0% |
| 6M | +23.7% | +23.2% | +0.4% | +26.2% |
| YTD | +49.1% | +23.6% | +25.5% | +52.0% |
| 1Y | +66.3% | +29.2% | +37.1% | +67.1% |
| All | +901.8% | +151.8% | +749.9% | +586.7% |
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