+901.8%
WULF vs APD
+6.4%
+895.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | +15.6% | -4.6% | +20.2% | +17.6% |
| 30D | +5.7% | -4.2% | +9.9% | +7.3% |
| 3M | -32.3% | +5.0% | -37.3% | -34.7% |
| 6M | +23.7% | +8.9% | +14.7% | +16.4% |
| YTD | +49.1% | +21.9% | +27.2% | +31.0% |
| 1Y | +66.3% | +5.6% | +60.7% | +59.3% |
| All | +901.8% | +6.4% | +895.3% | +956.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling