+42.6%
WULF vs APH
+950.8%
-908.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +7.1% |
| 7D | +14.2% | +0.4% | +13.8% | +14.6% |
| 30D | -0.1% | -8.0% | +7.9% | +9.7% |
| 3M | -20.2% | -5.0% | -15.2% | -14.6% |
| 6M | -42.8% | +29.9% | -72.7% | -53.7% |
| YTD | +16.3% | +18.0% | -1.7% | +1.6% |
| 1Y | +8.0% | +11.3% | -3.3% | -0.3% |
| 3Y | +1,263.3% | +274.9% | +988.3% | +443.4% |
| 5Y | -53.5% | +300.6% | -354.1% | -82.1% |
| 10Y | +42.6% | +944.2% | -901.6% | -55.2% |
| All | +42.6% | +950.8% | -908.2% | -55.2% |
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