+34.7%
WULF vs JD
+31.5%
+3.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.7% |
| 7D | +11.0% | -4.1% | +15.1% | +12.2% |
| 30D | +9.4% | +4.6% | +4.7% | +7.6% |
| 3M | -22.6% | -4.7% | -17.9% | -21.9% |
| 6M | -45.4% | -17.4% | -28.1% | -42.8% |
| YTD | +9.8% | +0.7% | +9.1% | +8.7% |
| 1Y | +8.0% | -5.9% | +13.9% | +9.1% |
| 3Y | +1,149.5% | +18.9% | +1,130.6% | +1,058.5% |
| 5Y | -55.6% | -62.9% | +7.4% | -48.1% |
| All | +34.7% | +31.5% | +3.2% | +45.9% |
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