+86.1%
WULF vs INVH
-2.4%
+88.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.6% |
| 7D | +7.6% | -2.9% | +10.5% | +6.2% |
| 30D | -8.6% | -6.9% | -1.7% | -11.4% |
| 3M | -37.0% | -2.7% | -34.2% | -37.8% |
| 6M | +7.4% | +8.2% | -0.8% | +5.7% |
| YTD | +43.7% | +4.5% | +39.2% | +38.8% |
| 1Y | +86.1% | -2.3% | +88.5% | +86.9% |
| All | +86.1% | -2.4% | +88.5% | +86.9% |
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