+82.7%
WULF vs IT
+103.1%
-20.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.3% | -1.5% | +2.7% |
| 7D | +1.4% | -3.7% | +5.1% | +1.9% |
| 30D | -2.6% | +0.1% | -2.7% | -3.0% |
| 3M | -34.0% | +20.7% | -54.6% | -38.2% |
| 6M | +10.0% | +12.0% | -2.0% | +3.1% |
| YTD | +45.7% | -28.8% | +74.5% | +54.5% |
| 1Y | +57.3% | -25.5% | +82.8% | +62.5% |
| 3Y | +878.9% | -48.8% | +927.7% | +1,093.6% |
| 5Y | -28.3% | -42.7% | +14.4% | -16.4% |
| All | +82.7% | +103.1% | -20.4% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling