+878.9%
WULF vs AUR
+84.2%
+794.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.0% |
| 7D | +1.4% | +1.4% | 0.0% | +0.9% |
| 30D | -2.6% | -6.4% | +3.8% | +0.2% |
| 3M | -34.0% | +7.7% | -41.7% | -36.4% |
| 6M | +10.0% | +44.5% | -34.5% | -8.6% |
| YTD | +45.7% | +67.4% | -21.8% | +13.0% |
| 1Y | +57.3% | +15.4% | +41.9% | +41.9% |
| 3Y | +878.9% | +94.8% | +784.1% | +462.5% |
| All | +878.9% | +84.2% | +794.7% | +462.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling