+75.3%
WULF vs HWM
+1,301.3%
-1,226.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -5.1% |
| 7D | -0.6% | -12.5% | +12.0% | +3.3% |
| 30D | -3.6% | -19.0% | +15.3% | +2.4% |
| 3M | -30.4% | -8.6% | -21.8% | -28.7% |
| 6M | +12.5% | -10.2% | +22.6% | +16.1% |
| YTD | +40.5% | +11.3% | +29.1% | +36.2% |
| 1Y | +53.0% | +24.3% | +28.7% | +43.7% |
| 3Y | +796.7% | +382.3% | +414.4% | +525.4% |
| 5Y | -30.9% | +640.6% | -671.5% | -54.6% |
| All | +75.3% | +1,301.3% | -1,226.0% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling