-24.7%
WULF vs IDXX
-26.5%
+1.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.0% |
| 7D | +1.4% | -5.7% | +7.1% | +5.3% |
| 30D | -2.6% | -11.5% | +8.9% | +4.6% |
| 3M | -34.0% | -9.5% | -24.4% | -31.5% |
| 6M | +10.0% | -16.0% | +25.9% | +20.6% |
| YTD | +45.7% | -25.4% | +71.1% | +72.9% |
| 1Y | +57.3% | -21.8% | +79.1% | +77.6% |
| 3Y | +878.9% | +7.0% | +871.9% | +690.1% |
| All | -24.7% | -26.5% | +1.8% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling