-24.7%
WULF vs APTV
-69.3%
+44.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | +1.4% | -5.0% | +6.4% | +4.6% |
| 30D | -2.6% | -6.1% | +3.4% | +0.9% |
| 3M | -34.0% | -33.0% | -1.0% | -15.1% |
| 6M | +10.0% | -35.2% | +45.2% | +42.8% |
| YTD | +45.7% | -40.1% | +85.8% | +99.7% |
| 1Y | +57.3% | -45.6% | +102.9% | +130.9% |
| 3Y | +878.9% | -54.4% | +933.3% | +1,503.8% |
| All | -24.7% | -69.3% | +44.6% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling