+82.7%
WULF vs APD
+166.7%
-84.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | +1.4% | -3.3% | +4.7% | +2.5% |
| 30D | -2.6% | -4.2% | +1.5% | -1.4% |
| 3M | -34.0% | +5.4% | -39.4% | -35.9% |
| 6M | +10.0% | +6.3% | +3.7% | +6.1% |
| YTD | +45.7% | +20.3% | +25.4% | +33.6% |
| 1Y | +57.3% | +1.6% | +55.7% | +53.0% |
| 3Y | +878.9% | +4.0% | +874.9% | +846.5% |
| 5Y | -28.3% | +23.3% | -51.6% | -33.2% |
| All | +82.7% | +166.7% | -84.0% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling