+876.0%
WULF vs AS
+114.1%
+761.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.8% | +11.0% | +9.5% |
| 7D | +21.9% | -2.6% | +24.5% | +23.2% |
| 30D | +4.6% | -22.1% | +26.7% | +16.7% |
| 3M | -30.9% | -15.3% | -15.6% | -26.8% |
| 6M | +29.9% | -15.6% | +45.5% | +38.7% |
| YTD | +55.4% | -23.2% | +78.6% | +72.7% |
| 1Y | +94.1% | -21.7% | +115.8% | +112.8% |
| All | +876.0% | +114.1% | +761.9% | +597.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling