+34.7%
WULF vs APH
+926.5%
-891.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -1.6% |
| 7D | +11.0% | +4.9% | +6.1% | +6.3% |
| 30D | +9.4% | -5.4% | +14.8% | +16.8% |
| 3M | -22.6% | -5.5% | -17.2% | -16.8% |
| 6M | -45.4% | +25.9% | -71.3% | -54.4% |
| YTD | +9.8% | +16.4% | -6.5% | -2.8% |
| 1Y | +8.0% | +16.5% | -8.4% | -4.0% |
| 3Y | +1,149.5% | +270.9% | +878.7% | +403.6% |
| 5Y | -55.6% | +289.5% | -345.1% | -82.7% |
| All | +34.7% | +926.5% | -891.8% | -57.2% |
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