-22.1%
WULF vs APA
+107.6%
-129.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.9% | +0.2% | -8.7% |
| 7D | -12.8% | -13.0% | +0.1% | -16.5% |
| 30D | -20.9% | +2.0% | -22.9% | -19.7% |
| 3M | -38.0% | +24.9% | -62.9% | -32.4% |
| 6M | -47.5% | +7.2% | -54.7% | -44.2% |
| YTD | +1.8% | +87.1% | -85.3% | +7.4% |
| 1Y | -22.1% | +107.2% | -129.2% | -13.8% |
| All | -22.1% | +107.6% | -129.7% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling