+86.9%
WULF vs APH
+1,046.4%
-959.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.6% |
| 7D | +15.6% | +1.6% | +14.0% | +14.1% |
| 30D | +5.7% | -3.0% | +8.7% | +8.7% |
| 3M | -32.3% | +5.7% | -38.0% | -35.4% |
| 6M | +23.7% | +20.0% | +3.7% | +5.0% |
| YTD | +49.1% | +20.8% | +28.3% | +25.0% |
| 1Y | +66.3% | +40.2% | +26.1% | +22.2% |
| 3Y | +851.7% | +288.1% | +563.6% | +265.6% |
| 5Y | -30.9% | +352.5% | -383.5% | -75.0% |
| 10Y | +86.9% | +1,062.5% | -975.5% | -41.8% |
| All | +86.9% | +1,046.4% | -959.4% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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