+1,149.5%
WULF vs AVAV
-3.9%
+1,153.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.2% |
| 7D | +11.0% | +4.2% | +6.8% | +9.4% |
| 30D | +9.4% | -2.6% | +11.9% | +10.7% |
| 3M | -22.6% | -38.0% | +15.3% | -9.2% |
| 6M | -45.4% | -27.0% | -18.4% | -41.5% |
| YTD | +9.8% | -51.4% | +61.3% | +33.5% |
| 1Y | +8.0% | -60.2% | +68.3% | +40.6% |
| 3Y | +1,149.5% | -6.7% | +1,156.2% | +1,057.5% |
| All | +1,149.5% | -3.9% | +1,153.4% | +1,057.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling