-42.8%
WULF vs IRE
-94.6%
+51.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -13.5% | +11.1% | +2.1% |
| 7D | +29.4% | +11.1% | +18.3% | +21.7% |
| 30D | -1.3% | -75.2% | +73.9% | +43.9% |
| 3M | -24.1% | -86.4% | +62.2% | +29.3% |
| 6M | -42.8% | -94.8% | +52.0% | +15.5% |
| All | -42.8% | -94.6% | +51.8% | +15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling