+62.4%
WULF vs AVAV
-39.3%
+101.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -2.4% |
| 7D | +15.6% | -3.2% | +18.7% | +16.9% |
| 30D | +5.7% | -25.6% | +31.3% | +15.6% |
| 3M | -32.3% | -20.2% | -12.1% | -28.7% |
| 6M | +23.7% | -38.1% | +61.7% | +41.2% |
| YTD | +49.1% | -41.8% | +90.9% | +69.9% |
| All | +62.4% | -39.3% | +101.7% | +86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling