+111.5%
WULF vs IR
+271.9%
-160.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.4% |
| 7D | -0.6% | -3.1% | +2.5% | +1.1% |
| 30D | -3.6% | -14.0% | +10.4% | +4.2% |
| 3M | -30.4% | +3.7% | -34.1% | -32.6% |
| 6M | +12.5% | -15.4% | +27.9% | +22.6% |
| YTD | +40.5% | -7.7% | +48.1% | +47.1% |
| 1Y | +53.0% | -8.8% | +61.8% | +60.0% |
| 3Y | +796.7% | +5.6% | +791.1% | +832.4% |
| 5Y | -30.9% | +34.3% | -65.2% | -33.5% |
| All | +111.5% | +271.9% | -160.3% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling