+86.1%
WULF vs APD
+6.0%
+80.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.3% |
| 7D | +7.6% | -2.2% | +9.8% | +6.7% |
| 30D | -8.6% | +2.1% | -10.7% | -7.8% |
| 3M | -37.0% | +7.2% | -44.1% | -35.5% |
| 6M | +7.4% | +11.2% | -3.8% | +11.3% |
| YTD | +43.7% | +24.4% | +19.3% | +56.1% |
| 1Y | +86.1% | +6.7% | +79.5% | +133.1% |
| All | +86.1% | +6.0% | +80.1% | +133.1% |
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