+86.1%
WULF vs IDXX
-16.0%
+102.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.5% |
| 7D | +7.6% | -3.5% | +11.1% | +8.3% |
| 30D | -8.6% | -8.4% | -0.2% | -7.0% |
| 3M | -37.0% | -5.2% | -31.8% | -36.7% |
| 6M | +7.4% | -17.5% | +24.9% | +13.4% |
| YTD | +43.7% | -20.9% | +64.6% | +53.2% |
| 1Y | +86.1% | -16.4% | +102.5% | +97.5% |
| All | +86.1% | -16.0% | +102.2% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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