-22.1%
WULF vs AUR
-17.4%
-4.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.4% | -2.2% | -4.1% |
| 7D | -12.8% | -19.8% | +7.0% | -1.7% |
| 30D | -20.9% | -29.0% | +8.2% | -4.4% |
| 3M | -38.0% | -43.6% | +5.5% | -16.2% |
| 6M | -47.5% | -36.6% | -10.9% | -35.1% |
| YTD | +1.8% | +6.3% | -4.4% | -15.3% |
| 1Y | -22.1% | -9.0% | -13.0% | -26.6% |
| All | -22.1% | -17.4% | -4.6% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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