+82.7%
WULF vs JD
+20.6%
+62.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -4.2% | +5.6% | +2.6% |
| 30D | -2.6% | -14.4% | +11.8% | +1.8% |
| 3M | -34.0% | -3.6% | -30.4% | -33.6% |
| 6M | +10.0% | -0.3% | +10.3% | +9.6% |
| YTD | +45.7% | -2.4% | +48.0% | +46.1% |
| 1Y | +57.3% | -18.5% | +75.9% | +65.9% |
| 3Y | +878.9% | -7.0% | +886.0% | +868.5% |
| 5Y | -28.3% | -61.7% | +33.4% | -16.3% |
| All | +82.7% | +20.6% | +62.0% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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