+82.7%
WULF vs ICE
+220.6%
-138.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.2% |
| 7D | +1.4% | -2.4% | +3.8% | +2.5% |
| 30D | -2.6% | +4.0% | -6.6% | -4.7% |
| 3M | -34.0% | +13.7% | -47.6% | -38.7% |
| 6M | +10.0% | +0.9% | +9.0% | +7.9% |
| YTD | +45.7% | -2.1% | +47.8% | +43.3% |
| 1Y | +57.3% | -9.5% | +66.8% | +61.8% |
| 3Y | +878.9% | +42.1% | +836.9% | +701.8% |
| 5Y | -28.3% | +41.4% | -69.7% | -42.4% |
| All | +82.7% | +220.6% | -138.0% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling