+878.9%
WULF vs INFY
-31.8%
+910.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +3.4% |
| 7D | +1.4% | -5.4% | +6.8% | +2.4% |
| 30D | -2.6% | -9.9% | +7.2% | -0.8% |
| 3M | -34.0% | -4.6% | -29.4% | -34.8% |
| 6M | +10.0% | -18.5% | +28.4% | +15.9% |
| YTD | +45.7% | -36.5% | +82.2% | +74.0% |
| 1Y | +57.3% | -32.8% | +90.1% | +75.8% |
| 3Y | +878.9% | -32.2% | +911.1% | +844.0% |
| All | +878.9% | -31.8% | +910.7% | +844.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 3y: compounded portfolio wealth divided by compounded INFY 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…
3y analysis · Full analysis span regression · 6 months rolling