+1,695.0%
WULF vs APD
+2,981.6%
-1,286.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +7.6% | -2.2% | +9.8% | +7.9% |
| 30D | -8.6% | +2.1% | -10.7% | -9.1% |
| 3M | -37.0% | +7.2% | -44.1% | -38.0% |
| 6M | +7.4% | +11.2% | -3.8% | +4.9% |
| YTD | +43.7% | +24.4% | +19.3% | +37.4% |
| 1Y | +86.1% | +6.7% | +79.5% | +82.1% |
| 3Y | +733.8% | +9.2% | +724.6% | +715.9% |
| 5Y | -33.6% | +27.4% | -60.9% | -35.9% |
| 10Y | +76.1% | +164.8% | -88.8% | +55.0% |
| All | +1,695.0% | +2,981.6% | -1,286.6% | +1,101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling