+3.2%
WULF vs IRE
-97.7%
+100.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -13.5% | +11.1% | +2.0% |
| 7D | +29.4% | +11.1% | +18.3% | +21.9% |
| 30D | -1.3% | -75.2% | +73.9% | +44.3% |
| 3M | -24.1% | -86.4% | +62.2% | +30.0% |
| 6M | -42.8% | -94.8% | +52.0% | +15.0% |
| YTD | +13.5% | -93.3% | +106.8% | +69.4% |
| 1Y | +3.2% | -97.5% | +100.6% | +99.6% |
| All | +3.2% | -97.7% | +100.9% | +99.6% |
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