+198.3%
WULF vs IAU
+851.0%
-652.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -5.4% |
| 7D | -0.6% | -3.4% | +2.8% | +0.1% |
| 30D | -3.6% | -1.1% | -2.5% | -3.3% |
| 3M | -30.4% | +5.8% | -36.2% | -31.1% |
| 6M | +12.5% | -16.9% | +29.4% | +16.2% |
| YTD | +40.5% | +0.1% | +40.3% | +42.1% |
| 1Y | +53.0% | +18.4% | +34.6% | +52.2% |
| 3Y | +796.7% | +123.6% | +673.1% | +728.2% |
| 5Y | -30.9% | +138.7% | -169.6% | -36.5% |
| 10Y | +76.1% | +217.2% | -141.1% | +62.0% |
| All | +198.3% | +851.0% | -652.7% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling