+76.1%
WULF vs AVAV
+520.8%
-444.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.4% | -10.2% | -6.7% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -3.6% | -25.0% | +21.3% | +2.3% |
| 3M | -30.4% | -15.0% | -15.4% | -29.1% |
| 6M | +12.5% | -33.6% | +46.1% | +19.8% |
| YTD | +40.5% | -39.2% | +79.7% | +51.7% |
| 1Y | +53.0% | -40.5% | +93.5% | +65.6% |
| 3Y | +796.7% | +29.6% | +767.1% | +731.9% |
| 5Y | -30.9% | +56.7% | -87.6% | -38.4% |
| All | +76.1% | +520.8% | -444.7% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling