+878.9%
WULF vs HIG
+101.1%
+777.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +1.4% | -1.5% | +2.8% | +1.6% |
| 30D | -2.6% | -0.4% | -2.3% | -2.7% |
| 3M | -34.0% | +6.7% | -40.6% | -35.4% |
| 6M | +10.0% | +2.0% | +8.0% | +8.9% |
| YTD | +45.7% | +0.3% | +45.4% | +44.4% |
| 1Y | +57.3% | +4.2% | +53.1% | +52.7% |
| 3Y | +878.9% | +102.2% | +776.7% | +482.5% |
| All | +878.9% | +101.1% | +777.8% | +482.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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