+82.7%
WULF vs IAU
+220.2%
-137.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.4% |
| 7D | +1.4% | -2.0% | +3.4% | +2.4% |
| 30D | -2.6% | -1.5% | -1.1% | -1.6% |
| 3M | -34.0% | +3.3% | -37.2% | -35.0% |
| 6M | +10.0% | -16.2% | +26.2% | +20.1% |
| YTD | +45.7% | +0.7% | +45.0% | +48.7% |
| 1Y | +57.3% | +19.2% | +38.1% | +50.9% |
| 3Y | +878.9% | +124.4% | +754.5% | +596.4% |
| 5Y | -28.3% | +140.0% | -168.4% | -50.5% |
| All | +82.7% | +220.2% | -137.5% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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