+236.4%
WULF vs ICE
+2,260.0%
-2,023.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | +15.6% | -0.9% | +16.4% | +15.7% |
| 30D | +5.7% | +4.0% | +1.8% | +5.1% |
| 3M | -32.3% | +11.0% | -43.3% | -33.5% |
| 6M | +23.7% | -5.0% | +28.6% | +24.0% |
| YTD | +49.1% | -2.7% | +51.8% | +48.6% |
| 1Y | +66.3% | -8.6% | +74.9% | +67.3% |
| 3Y | +851.7% | +41.4% | +810.3% | +806.9% |
| 5Y | -30.9% | +39.9% | -70.8% | -34.1% |
| 10Y | +86.9% | +214.9% | -128.0% | +66.7% |
| All | +236.4% | +2,260.0% | -2,023.5% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling