+1,841.8%
WULF vs APA
+561.3%
+1,280.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.8% | +6.4% | +8.0% |
| 7D | +21.9% | -1.7% | +23.6% | +22.1% |
| 30D | +4.6% | +15.7% | -11.2% | +2.6% |
| 3M | -30.9% | +16.5% | -47.4% | -32.6% |
| 6M | +29.9% | +35.1% | -5.2% | +23.3% |
| YTD | +55.4% | +82.2% | -26.8% | +41.6% |
| 1Y | +94.1% | +102.5% | -8.3% | +73.4% |
| 3Y | +892.2% | +10.3% | +881.9% | +841.7% |
| 5Y | -26.7% | +166.1% | -192.9% | -35.2% |
| 10Y | +94.0% | -4.9% | +98.9% | +72.8% |
| All | +1,841.8% | +561.3% | +1,280.5% | +1,374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling