-45.4%
WULF vs ALL
+26.7%
-72.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -2.7% |
| 7D | +11.0% | +5.0% | +6.0% | +18.8% |
| 30D | +9.4% | +13.3% | -4.0% | +30.8% |
| 3M | -22.6% | +3.2% | -25.8% | -18.3% |
| 6M | -45.4% | +25.3% | -70.8% | -16.9% |
| All | -45.4% | +26.7% | -72.1% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling