-22.1%
WULF vs ICE
+21.0%
-43.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.3% | -9.0% | -5.4% |
| 7D | -12.8% | +12.2% | -25.0% | -7.5% |
| 30D | -20.9% | +15.0% | -35.9% | -15.3% |
| 3M | -38.0% | +17.6% | -55.7% | -33.0% |
| 6M | -47.5% | +12.6% | -60.1% | -42.2% |
| YTD | +1.8% | +9.1% | -7.3% | +3.5% |
| 1Y | -22.1% | +20.6% | -42.6% | -27.6% |
| All | -22.1% | +21.0% | -43.1% | -27.6% |
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