+86.1%
WULF vs APA
+94.6%
-8.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +0.8% |
| 7D | +7.6% | +0.5% | +7.0% | +7.8% |
| 30D | -8.6% | +23.4% | -32.0% | -2.4% |
| 3M | -37.0% | +12.7% | -49.7% | -33.7% |
| 6M | +7.4% | +39.4% | -32.0% | +14.5% |
| YTD | +43.7% | +79.0% | -35.3% | +54.4% |
| 1Y | +86.1% | +88.8% | -2.7% | +104.3% |
| All | +86.1% | +94.6% | -8.5% | +104.3% |
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