+53.0%
WULF vs APH
+36.9%
+16.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.4% | -4.6% |
| 7D | -0.6% | -2.2% | +1.7% | +1.4% |
| 30D | -3.6% | -4.0% | +0.4% | +0.2% |
| 3M | -30.4% | +7.7% | -38.1% | -34.4% |
| 6M | +12.5% | +17.8% | -5.3% | -2.8% |
| YTD | +40.5% | +19.2% | +21.3% | +15.7% |
| 1Y | +53.0% | +35.7% | +17.3% | +46.3% |
| All | +53.0% | +36.9% | +16.0% | +46.3% |
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