-55.9%
WULF vs APD
+16.4%
-72.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +11.0% | +3.8% | +7.2% | +8.8% |
| 30D | +9.4% | +8.2% | +1.2% | +4.4% |
| 3M | -22.6% | +4.3% | -26.9% | -25.0% |
| 6M | -45.4% | +4.7% | -50.1% | -47.9% |
| YTD | +9.8% | +31.5% | -21.7% | -11.5% |
| 1Y | +8.0% | +23.5% | -15.5% | -9.9% |
| 3Y | +1,149.5% | +29.1% | +1,120.4% | +903.3% |
| All | -55.9% | +16.4% | -72.4% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling