+1.7%
WULF vs IRE
-97.5%
+99.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +12.1% | -5.8% | +2.5% |
| 7D | +14.2% | -15.1% | +29.3% | +16.3% |
| 30D | -0.1% | -71.4% | +71.3% | +38.3% |
| 3M | -20.2% | -81.2% | +60.9% | +21.3% |
| 6M | -42.8% | -93.7% | +50.9% | +5.8% |
| YTD | +16.3% | -92.2% | +108.5% | +70.0% |
| 1Y | +8.0% | -97.3% | +105.3% | +92.5% |
| All | +1.7% | -97.5% | +99.1% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling