+1,265.5%
WULF vs APH
+80,160.1%
-78,894.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +0.2% | -5.0% | +5.3% | +1.8% |
| 30D | -8.8% | -8.4% | -0.4% | -6.2% |
| 3M | -22.5% | -4.5% | -18.0% | -20.8% |
| 6M | -46.3% | +25.3% | -71.6% | -48.1% |
| YTD | +9.3% | +18.9% | -9.6% | +7.4% |
| 1Y | -12.2% | +11.9% | -24.1% | -12.5% |
| 3Y | +1,181.6% | +278.0% | +903.7% | +978.7% |
| 5Y | -55.4% | +306.4% | -361.8% | -62.6% |
| 10Y | +34.1% | +955.2% | -921.1% | +5.5% |
| All | +1,265.5% | +80,160.1% | -78,894.6% | +895.4% |
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