+79.8%
WULF vs INVH
+75.4%
+4.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | -3.0% | +4.4% | +2.5% |
| 30D | -2.6% | -7.5% | +4.9% | +0.1% |
| 3M | -34.0% | -5.5% | -28.4% | -33.1% |
| 6M | +10.0% | +11.7% | -1.7% | +4.0% |
| YTD | +45.7% | +1.3% | +44.4% | +42.8% |
| 1Y | +57.3% | -6.1% | +63.4% | +58.1% |
| 3Y | +878.9% | -9.8% | +888.7% | +916.8% |
| 5Y | -28.3% | -19.7% | -8.6% | -24.3% |
| All | +79.8% | +75.4% | +4.5% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling