+901.8%
WULF vs HWM
+389.8%
+512.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.5% |
| 7D | +15.6% | -8.0% | +23.6% | +21.7% |
| 30D | +5.7% | -18.0% | +23.7% | +21.3% |
| 3M | -32.3% | -9.5% | -22.8% | -28.2% |
| 6M | +23.7% | -8.4% | +32.1% | +29.2% |
| YTD | +49.1% | +13.6% | +35.5% | +30.6% |
| 1Y | +66.3% | +30.2% | +36.1% | +30.1% |
| All | +901.8% | +389.8% | +512.0% | +293.0% |
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