-55.9%
WULF vs ALL
+161.6%
-217.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.2% |
| 7D | +11.0% | +5.0% | +6.0% | +11.2% |
| 30D | +9.4% | +13.3% | -4.0% | +9.6% |
| 3M | -22.6% | +3.2% | -25.8% | -22.4% |
| 6M | -45.4% | +25.3% | -70.8% | -46.5% |
| YTD | +9.8% | +30.5% | -20.6% | +6.5% |
| 1Y | +8.0% | +29.2% | -21.2% | +4.8% |
| 3Y | +1,149.5% | +119.1% | +1,030.4% | +934.4% |
| All | -55.9% | +161.6% | -217.6% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling