-22.1%
WULF vs JBL
+20.8%
-42.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.8% | -1.8% | -1.4% |
| 7D | -12.8% | -11.1% | -1.7% | -0.5% |
| 30D | -20.9% | -14.1% | -6.8% | -5.8% |
| 3M | -38.0% | -23.9% | -14.1% | -17.1% |
| 6M | -47.5% | -24.1% | -23.4% | -30.0% |
| YTD | +1.8% | +13.5% | -11.7% | -12.7% |
| 1Y | -22.1% | +23.7% | -45.8% | -41.2% |
| All | -22.1% | +20.8% | -42.9% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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