+30.4%
WULF vs IRE
-84.0%
+114.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.8% | +2.7% | -2.0% |
| 7D | +15.6% | +29.0% | -13.5% | +6.9% |
| 30D | +5.7% | +24.2% | -18.5% | -3.6% |
| 3M | -32.3% | -53.2% | +20.9% | -24.4% |
| 6M | +23.7% | -36.0% | +59.7% | +10.9% |
| YTD | +49.1% | -51.0% | +100.1% | +32.6% |
| All | +30.4% | -84.0% | +114.4% | +37.8% |
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