+191.3%
WULF vs AVAV
+478.6%
-287.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.0% |
| 7D | +7.6% | -2.2% | +9.8% | +8.0% |
| 30D | -8.6% | -13.9% | +5.3% | -6.5% |
| 3M | -37.0% | -29.2% | -7.7% | -33.9% |
| 6M | +7.4% | -36.1% | +43.5% | +13.5% |
| YTD | +43.7% | -40.2% | +83.9% | +53.1% |
| 1Y | +86.1% | -36.2% | +122.3% | +96.1% |
| 3Y | +733.8% | +47.5% | +686.3% | +675.9% |
| 5Y | -33.6% | +39.3% | -72.9% | -38.8% |
| 10Y | +76.1% | +482.6% | -406.5% | +39.1% |
| All | +191.3% | +478.6% | -287.3% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling