+86.1%
WULF vs ICE
-7.2%
+93.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.3% |
| 7D | +7.6% | -0.7% | +8.2% | +7.1% |
| 30D | -8.6% | +7.6% | -16.3% | -6.9% |
| 3M | -37.0% | +13.9% | -50.9% | -34.0% |
| 6M | +7.4% | -2.4% | +9.8% | +12.0% |
| YTD | +43.7% | +0.3% | +43.4% | +44.4% |
| 1Y | +86.1% | -6.4% | +92.5% | +105.6% |
| All | +86.1% | -7.2% | +93.3% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling