+130.0%
WULF vs AVAV
+383.4%
-253.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.9% |
| 7D | +29.4% | +18.4% | +11.0% | +25.7% |
| 30D | -1.3% | -4.9% | +3.7% | -0.1% |
| 3M | -24.1% | -37.7% | +13.5% | -17.8% |
| 6M | -42.8% | -28.4% | -14.4% | -40.3% |
| YTD | +13.5% | -50.0% | +63.5% | +25.0% |
| 1Y | +3.2% | -62.6% | +65.8% | +18.7% |
| 3Y | +1,230.6% | -0.6% | +1,231.2% | +1,213.9% |
| 5Y | -54.1% | +31.9% | -86.0% | -56.7% |
| 10Y | +39.2% | +332.3% | -293.2% | +15.0% |
| All | +130.0% | +383.4% | -253.3% | +94.2% |
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