+51.7%
WULF vs JD
-16.0%
+67.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | -0.6% | -2.6% | +2.0% | +0.6% |
| 30D | -3.6% | -15.4% | +11.7% | +4.7% |
| 3M | -30.4% | -5.0% | -25.4% | -30.1% |
| 6M | +12.5% | +0.9% | +11.6% | +7.5% |
| YTD | +40.5% | -2.5% | +43.0% | +38.8% |
| All | +51.7% | -16.0% | +67.7% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling