-22.1%
WULF vs IT
-17.9%
-4.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.5% | -8.1% | -5.9% |
| 7D | -12.8% | -5.5% | -7.4% | -14.2% |
| 30D | -20.9% | +10.3% | -31.2% | -16.3% |
| 3M | -38.0% | +11.5% | -49.5% | -33.1% |
| 6M | -47.5% | +40.3% | -87.8% | -34.5% |
| YTD | +1.8% | -17.9% | +19.7% | -4.9% |
| 1Y | -22.1% | -8.8% | -13.3% | -24.3% |
| All | -22.1% | -17.9% | -4.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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