+1,317.7%
WULF vs APH
+79,828.8%
-78,511.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | +29.4% | +11.1% | +18.2% | +26.3% |
| 30D | -1.3% | -7.3% | +6.0% | +1.2% |
| 3M | -24.1% | -6.2% | -18.0% | -22.2% |
| 6M | -42.8% | +24.9% | -67.7% | -44.7% |
| YTD | +13.5% | +18.4% | -4.9% | +11.6% |
| 1Y | +3.2% | +13.0% | -9.8% | +2.6% |
| 3Y | +1,230.6% | +276.4% | +954.2% | +1,020.8% |
| 5Y | -54.1% | +296.4% | -350.5% | -61.4% |
| 10Y | +39.2% | +948.3% | -909.1% | +9.6% |
| All | +1,317.7% | +79,828.8% | -78,511.1% | +934.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling