+86.1%
WULF vs HWM
+48.6%
+37.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | +7.6% | -2.1% | +9.7% | +9.2% |
| 30D | -8.6% | -11.0% | +2.4% | +0.7% |
| 3M | -37.0% | +4.0% | -41.0% | -39.9% |
| 6M | +7.4% | -0.2% | +7.6% | +5.6% |
| YTD | +43.7% | +26.7% | +17.0% | +13.2% |
| 1Y | +86.1% | +44.7% | +41.4% | +54.4% |
| All | +86.1% | +48.6% | +37.6% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling