+1,149.5%
WULF vs HWM
+348.7%
+800.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.4% |
| 7D | +11.0% | +7.3% | +3.7% | +5.2% |
| 30D | +9.4% | +1.6% | +7.8% | +8.6% |
| 3M | -22.6% | -21.9% | -0.8% | -7.4% |
| 6M | -45.4% | -19.0% | -26.4% | -36.5% |
| YTD | +9.8% | +7.9% | +1.9% | +1.1% |
| 1Y | +8.0% | +9.9% | -1.9% | -1.6% |
| 3Y | +1,149.5% | +342.1% | +807.4% | +747.1% |
| All | +1,149.5% | +348.7% | +800.8% | +747.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling