+86.1%
WULF vs AS
-21.9%
+108.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | -0.2% |
| 7D | +7.6% | -4.9% | +12.5% | +10.5% |
| 30D | -8.6% | -19.6% | +11.0% | +2.7% |
| 3M | -37.0% | -14.4% | -22.6% | -33.0% |
| 6M | +7.4% | -20.1% | +27.5% | +18.9% |
| YTD | +43.7% | -20.9% | +64.6% | +55.6% |
| 1Y | +86.1% | -21.9% | +108.0% | +71.1% |
| All | +86.1% | -21.9% | +108.0% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling