-22.1%
WULF vs INVH
+1.1%
-23.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.6% | -10.3% | -4.2% |
| 7D | -12.8% | +3.1% | -15.9% | -10.8% |
| 30D | -20.9% | +5.8% | -26.7% | -17.8% |
| 3M | -38.0% | -8.5% | -29.5% | -39.8% |
| 6M | -47.5% | -1.3% | -46.2% | -48.1% |
| YTD | +1.8% | +2.6% | -0.8% | -3.0% |
| 1Y | -22.1% | +0.7% | -22.8% | -24.0% |
| All | -22.1% | +1.1% | -23.1% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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