+23.7%
WULF vs INDA
-1.1%
+24.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -2.6% |
| 7D | +15.6% | -2.6% | +18.2% | +20.5% |
| 30D | +5.7% | -2.9% | +8.7% | +11.0% |
| 3M | -32.3% | +2.4% | -34.7% | -36.0% |
| 6M | +23.7% | -2.6% | +26.3% | +32.1% |
| All | +23.7% | -1.1% | +24.8% | +32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling