+86.1%
WULF vs JAAA
+4.9%
+81.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +0.4% |
| 7D | +7.6% | +0.2% | +7.4% | +4.5% |
| 30D | -8.6% | +0.5% | -9.2% | -16.6% |
| 3M | -37.0% | +1.3% | -38.2% | -50.1% |
| 6M | +7.4% | +2.7% | +4.8% | -34.9% |
| YTD | +43.7% | +3.2% | +40.5% | -10.0% |
| 1Y | +86.1% | +4.9% | +81.2% | +17.7% |
| All | +86.1% | +4.9% | +81.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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