+116.4%
WULF vs IR
+288.5%
-172.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.0% |
| 7D | +7.6% | -2.8% | +10.4% | +9.3% |
| 30D | -8.6% | -15.1% | +6.5% | -0.4% |
| 3M | -37.0% | +6.1% | -43.0% | -39.6% |
| 6M | +7.4% | -16.8% | +24.2% | +18.3% |
| YTD | +43.7% | -3.5% | +47.2% | +47.1% |
| 1Y | +86.1% | -3.5% | +89.6% | +88.9% |
| 3Y | +733.8% | +9.5% | +724.4% | +749.7% |
| 5Y | -33.6% | +45.1% | -78.7% | -37.8% |
| All | +116.4% | +288.5% | -172.1% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling