+273.3%
WULF vs AU
+755.5%
-482.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | +1.4% | -4.3% | +5.7% | +1.8% |
| 30D | -2.6% | +7.3% | -9.9% | -3.2% |
| 3M | -34.0% | +26.3% | -60.3% | -35.3% |
| 6M | +10.0% | +1.8% | +8.2% | +9.6% |
| YTD | +45.7% | +26.8% | +18.9% | +43.2% |
| 1Y | +57.3% | +66.7% | -9.4% | +51.7% |
| 3Y | +878.9% | +579.1% | +299.9% | +751.8% |
| 5Y | -28.3% | +689.3% | -717.6% | -38.2% |
| 10Y | +82.7% | +686.6% | -603.9% | +52.6% |
| All | +273.3% | +755.5% | -482.2% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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