+1,149.5%
WULF vs APD
+29.7%
+1,119.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +11.0% | +3.8% | +7.2% | +9.6% |
| 30D | +9.4% | +8.2% | +1.2% | +6.1% |
| 3M | -22.6% | +4.3% | -26.9% | -24.1% |
| 6M | -45.4% | +4.7% | -50.1% | -46.9% |
| YTD | +9.8% | +31.5% | -21.7% | -6.6% |
| 1Y | +8.0% | +23.5% | -15.5% | -5.2% |
| 3Y | +1,149.5% | +29.1% | +1,120.4% | +1,090.7% |
| All | +1,149.5% | +29.7% | +1,119.8% | +1,090.7% |
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