+208.1%
WULF vs INDA
+109.4%
+98.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.8% | +3.4% |
| 7D | +1.4% | -2.7% | +4.1% | +2.3% |
| 30D | -2.6% | -2.8% | +0.1% | -1.7% |
| 3M | -34.0% | +1.6% | -35.6% | -34.3% |
| 6M | +10.0% | -1.4% | +11.4% | +11.0% |
| YTD | +45.7% | -10.1% | +55.8% | +51.2% |
| 1Y | +57.3% | -8.8% | +66.1% | +62.5% |
| 3Y | +878.9% | +7.6% | +871.3% | +881.2% |
| 5Y | -28.3% | +5.8% | -34.1% | -28.0% |
| 10Y | +82.7% | +84.0% | -1.4% | +72.2% |
| All | +208.1% | +109.4% | +98.7% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling