-24.7%
WULF vs JBL
+409.3%
-434.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.0% | -1.3% | -0.7% |
| 7D | +1.4% | +2.4% | -1.0% | -0.6% |
| 30D | -2.6% | -13.1% | +10.5% | +10.3% |
| 3M | -34.0% | -15.6% | -18.4% | -23.1% |
| 6M | +10.0% | +24.6% | -14.6% | -7.0% |
| YTD | +45.7% | +39.6% | +6.1% | +12.0% |
| 1Y | +57.3% | +48.6% | +8.7% | +13.5% |
| 3Y | +878.9% | +197.3% | +681.7% | +265.1% |
| All | -24.7% | +409.3% | -434.1% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling