+86.1%
WULF vs INDA
-5.0%
+91.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.8% |
| 7D | +7.6% | +0.7% | +6.9% | +6.5% |
| 30D | -8.6% | -0.8% | -7.8% | -7.5% |
| 3M | -37.0% | +3.9% | -40.9% | -40.4% |
| 6M | +7.4% | -0.7% | +8.1% | +5.4% |
| YTD | +43.7% | -7.7% | +51.3% | +48.2% |
| 1Y | +86.1% | -5.1% | +91.2% | +92.8% |
| All | +86.1% | -5.0% | +91.1% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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