+82.7%
WULF vs JCI
+348.5%
-265.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.2% |
| 7D | +1.4% | +0.7% | +0.7% | +1.0% |
| 30D | -2.6% | -4.4% | +1.8% | +0.8% |
| 3M | -34.0% | +1.7% | -35.6% | -34.6% |
| 6M | +10.0% | +8.8% | +1.2% | +5.3% |
| YTD | +45.7% | +22.6% | +23.0% | +29.2% |
| 1Y | +57.3% | +36.2% | +21.1% | +30.4% |
| 3Y | +878.9% | +168.0% | +710.9% | +487.9% |
| 5Y | -28.3% | +113.5% | -141.8% | -54.6% |
| All | +82.7% | +348.5% | -265.9% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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