+1,762.4%
WULF vs IT
+4,075.3%
-2,312.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -4.0% |
| 7D | +15.6% | -9.1% | +24.7% | +16.4% |
| 30D | +5.7% | -12.2% | +17.9% | +6.7% |
| 3M | -32.3% | +7.8% | -40.1% | -33.4% |
| 6M | +23.7% | +2.0% | +21.7% | +21.6% |
| YTD | +49.1% | -32.7% | +81.8% | +51.8% |
| 1Y | +66.3% | -31.1% | +97.4% | +68.5% |
| 3Y | +851.7% | -52.1% | +903.8% | +907.5% |
| 5Y | -30.9% | -46.3% | +15.4% | -27.4% |
| 10Y | +86.9% | +91.4% | -4.4% | +82.2% |
| All | +1,762.4% | +4,075.3% | -2,312.9% | +1,389.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling