-30.9%
WULF vs IAU
+138.0%
-168.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -4.4% |
| 7D | -0.6% | -3.4% | +2.8% | +2.1% |
| 30D | -3.6% | -1.1% | -2.5% | -2.6% |
| 3M | -30.4% | +5.8% | -36.2% | -33.4% |
| 6M | +12.5% | -16.9% | +29.4% | +29.8% |
| YTD | +40.5% | +0.1% | +40.3% | +43.0% |
| 1Y | +53.0% | +18.4% | +34.6% | +38.4% |
| 3Y | +796.7% | +123.6% | +673.1% | +288.4% |
| 5Y | -30.9% | +138.7% | -169.6% | -75.0% |
| All | -30.9% | +138.0% | -168.9% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling