+165.3%
WULF vs APO
+1,716.2%
-1,550.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | +15.6% | -1.0% | +16.6% | +16.0% |
| 30D | +5.7% | -0.4% | +6.1% | +5.4% |
| 3M | -32.3% | -0.9% | -31.4% | -32.4% |
| 6M | +23.7% | +22.1% | +1.5% | +13.1% |
| YTD | +49.1% | -8.4% | +57.5% | +52.4% |
| 1Y | +66.3% | -0.9% | +67.3% | +64.2% |
| 3Y | +851.7% | +56.1% | +795.5% | +763.4% |
| 5Y | -30.9% | +136.0% | -166.9% | -42.8% |
| 10Y | +86.9% | +949.3% | -862.4% | +39.1% |
| All | +165.3% | +1,716.2% | -1,550.9% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded APO 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling