+79.3%
WULF vs HWM
+1,494.1%
-1,414.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +7.6% | -2.1% | +9.7% | +8.2% |
| 30D | -8.6% | -11.0% | +2.4% | -5.3% |
| 3M | -37.0% | +4.0% | -41.0% | -37.8% |
| 6M | +7.4% | -0.2% | +7.6% | +7.7% |
| YTD | +43.7% | +26.7% | +17.0% | +34.3% |
| 1Y | +86.1% | +44.7% | +41.4% | +67.4% |
| 3Y | +733.8% | +426.1% | +307.7% | +465.2% |
| 5Y | -33.6% | +738.5% | -772.1% | -57.9% |
| All | +79.3% | +1,494.1% | -1,414.8% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling