-24.7%
WULF vs APA
+173.2%
-197.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +1.4% | +4.6% | -3.2% | -0.2% |
| 30D | -2.6% | +11.9% | -14.5% | -6.7% |
| 3M | -34.0% | +22.5% | -56.4% | -39.7% |
| 6M | +10.0% | +37.5% | -27.6% | -8.2% |
| YTD | +45.7% | +87.2% | -41.5% | +4.9% |
| 1Y | +57.3% | +101.4% | -44.1% | +6.6% |
| 3Y | +878.9% | +16.9% | +862.0% | +703.3% |
| All | -24.7% | +173.2% | -197.9% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling