+25.6%
WULF vs IRE
-84.4%
+110.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | -2.5% |
| 7D | +7.6% | +54.8% | -47.2% | -6.4% |
| 30D | -8.6% | +18.4% | -27.0% | -16.3% |
| 3M | -37.0% | -66.7% | +29.8% | -23.2% |
| 6M | +7.4% | -52.3% | +59.7% | +4.5% |
| YTD | +43.7% | -52.3% | +96.0% | +28.8% |
| All | +25.6% | -84.4% | +110.1% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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