-24.7%
WULF vs HWM
+638.1%
-662.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.2% |
| 7D | +1.4% | -11.4% | +12.8% | +9.7% |
| 30D | -2.6% | -18.5% | +15.9% | +11.6% |
| 3M | -34.0% | -13.2% | -20.8% | -27.9% |
| 6M | +10.0% | -8.7% | +18.7% | +15.4% |
| YTD | +45.7% | +12.2% | +33.5% | +30.7% |
| 1Y | +57.3% | +24.9% | +32.4% | +29.6% |
| 3Y | +878.9% | +383.9% | +495.0% | +218.7% |
| All | -24.7% | +638.1% | -662.8% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling