-22.1%
WULF vs APD
+36.4%
-58.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.9% | -8.5% | -5.6% |
| 7D | -12.8% | +3.8% | -16.6% | -10.9% |
| 30D | -20.9% | +14.1% | -35.0% | -15.3% |
| 3M | -38.0% | +8.2% | -46.2% | -35.2% |
| 6M | -47.5% | +7.5% | -55.1% | -45.2% |
| YTD | +1.8% | +31.7% | -29.8% | +18.3% |
| 1Y | -22.1% | +35.1% | -57.1% | -5.8% |
| All | -22.1% | +36.4% | -58.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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