+878.9%
WULF vs GRAB
-18.7%
+897.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.0% |
| 7D | +1.4% | -10.8% | +12.2% | +7.4% |
| 30D | -2.6% | -15.5% | +12.9% | +5.9% |
| 3M | -34.0% | -9.0% | -25.0% | -31.8% |
| 6M | +10.0% | -21.6% | +31.6% | +23.8% |
| YTD | +45.7% | -38.9% | +84.6% | +86.5% |
| 1Y | +57.3% | -44.8% | +102.2% | +110.6% |
| 3Y | +878.9% | -18.4% | +897.4% | +806.2% |
| All | +878.9% | -18.7% | +897.6% | +806.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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