+8.0%
WULF vs APH
+11.6%
-3.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -1.4% |
| 7D | +11.0% | +4.9% | +6.1% | +5.6% |
| 30D | +9.4% | -5.4% | +14.8% | +17.3% |
| 3M | -22.6% | -5.5% | -17.2% | -16.3% |
| 6M | -45.4% | +25.9% | -71.3% | -55.0% |
| YTD | +9.8% | +16.4% | -6.5% | -12.9% |
| 1Y | +8.0% | +16.5% | -8.4% | -14.1% |
| All | +8.0% | +11.6% | -3.5% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling