-22.1%
WULF vs AS
+3.3%
-25.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.1% | -11.7% | -9.5% |
| 7D | -12.8% | +13.8% | -26.6% | -19.9% |
| 30D | -20.9% | +16.7% | -37.6% | -28.4% |
| 3M | -38.0% | -11.5% | -26.5% | -33.6% |
| 6M | -47.5% | -5.5% | -42.0% | -47.4% |
| YTD | +1.8% | -14.2% | +16.0% | +4.2% |
| 1Y | -22.1% | +2.1% | -24.1% | -38.0% |
| All | -22.1% | +3.3% | -25.4% | -38.0% |
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