+878.9%
WULF vs APTV
-55.4%
+934.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | +1.4% | -5.0% | +6.4% | +4.3% |
| 30D | -2.6% | -6.1% | +3.4% | +0.6% |
| 3M | -34.0% | -33.0% | -1.0% | -16.4% |
| 6M | +10.0% | -35.2% | +45.2% | +40.8% |
| YTD | +45.7% | -40.1% | +85.8% | +96.4% |
| 1Y | +57.3% | -45.6% | +102.9% | +126.8% |
| 3Y | +878.9% | -54.4% | +933.3% | +1,813.3% |
| All | +878.9% | -55.4% | +934.4% | +1,813.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 3y: compounded portfolio wealth divided by compounded APTV 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…
3y analysis · Full analysis span regression · 6 months rolling