+521.3%
WULF vs AS
+134.9%
+386.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.5% | +12.3% | +12.6% |
| 7D | -3.1% | +6.9% | -10.0% | -6.3% |
| 30D | -21.0% | +16.0% | -37.0% | -26.7% |
| 3M | -35.5% | -12.8% | -22.6% | -32.0% |
| 6M | -55.8% | -15.4% | -40.4% | -53.0% |
| YTD | -1.0% | -15.7% | +14.7% | +4.9% |
| 1Y | -20.4% | +6.1% | -26.4% | -23.4% |
| All | +521.3% | +134.9% | +386.5% | +323.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling