+57.3%
WULF vs IR
-8.8%
+66.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.9% |
| 7D | +1.4% | -4.5% | +5.9% | +4.4% |
| 30D | -2.6% | -13.9% | +11.3% | +7.2% |
| 3M | -34.0% | -0.3% | -33.6% | -36.1% |
| 6M | +10.0% | -14.3% | +24.3% | +20.5% |
| YTD | +45.7% | -7.9% | +53.6% | +66.0% |
| 1Y | +57.3% | -9.9% | +67.2% | +74.2% |
| All | +57.3% | -8.8% | +66.1% | +74.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling