+82.7%
WULF vs JBL
+1,558.3%
-1,475.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.0% | -1.3% | +1.1% |
| 7D | +1.4% | +2.4% | -1.0% | +0.2% |
| 30D | -2.6% | -13.1% | +10.5% | +4.8% |
| 3M | -34.0% | -15.6% | -18.4% | -27.6% |
| 6M | +10.0% | +24.6% | -14.6% | +1.8% |
| YTD | +45.7% | +39.6% | +6.1% | +28.5% |
| 1Y | +57.3% | +48.6% | +8.7% | +34.8% |
| 3Y | +878.9% | +197.3% | +681.7% | +543.8% |
| 5Y | -28.3% | +413.0% | -441.3% | -59.3% |
| All | +82.7% | +1,558.3% | -1,475.7% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling