-26.7%
WULF vs APH
+351.1%
-377.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.2% | +9.4% | +9.7% |
| 7D | +21.9% | +0.2% | +21.7% | +21.6% |
| 30D | +4.6% | -3.3% | +7.9% | +9.0% |
| 3M | -30.9% | +14.0% | -45.0% | -42.5% |
| 6M | +29.9% | +24.4% | +5.5% | -5.3% |
| YTD | +55.4% | +21.4% | +34.0% | +12.6% |
| 1Y | +94.1% | +48.9% | +45.2% | +2.7% |
| 3Y | +892.2% | +290.1% | +602.1% | +48.5% |
| 5Y | -26.7% | +352.8% | -379.6% | -90.7% |
| All | -26.7% | +351.1% | -377.8% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling