+190.5%
WULF vs APTV
+173.4%
+17.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.2% |
| 7D | +15.6% | -1.2% | +16.7% | +16.0% |
| 30D | +5.7% | -10.6% | +16.4% | +9.7% |
| 3M | -32.3% | -35.0% | +2.7% | -22.1% |
| 6M | +23.7% | -38.9% | +62.6% | +44.5% |
| YTD | +49.1% | -41.5% | +90.6% | +77.1% |
| 1Y | +66.3% | -45.8% | +112.1% | +102.7% |
| 3Y | +851.7% | -55.7% | +907.4% | +1,120.2% |
| 5Y | -30.9% | -70.1% | +39.2% | -6.2% |
| 10Y | +86.9% | -19.1% | +106.0% | +138.4% |
| All | +190.5% | +173.4% | +17.1% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling