+82.7%
WULF vs APA
-2.4%
+85.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +1.4% | +4.6% | -3.2% | +0.7% |
| 30D | -2.6% | +11.9% | -14.5% | -4.5% |
| 3M | -34.0% | +22.5% | -56.4% | -36.6% |
| 6M | +10.0% | +37.5% | -27.6% | +1.9% |
| YTD | +45.7% | +87.2% | -41.5% | +27.2% |
| 1Y | +57.3% | +101.4% | -44.1% | +34.3% |
| 3Y | +878.9% | +16.9% | +862.0% | +793.0% |
| 5Y | -28.3% | +178.4% | -206.8% | -38.9% |
| All | +82.7% | -2.4% | +85.0% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling