-30.9%
WULF vs JD
-62.5%
+31.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | -0.6% | -2.6% | +2.0% | +0.4% |
| 30D | -3.6% | -15.4% | +11.7% | +2.7% |
| 3M | -30.4% | -5.0% | -25.4% | -29.5% |
| 6M | +12.5% | +0.9% | +11.6% | +11.2% |
| YTD | +40.5% | -2.5% | +43.0% | +40.8% |
| 1Y | +53.0% | -16.0% | +69.0% | +62.0% |
| 3Y | +796.7% | -8.5% | +805.2% | +773.1% |
| 5Y | -30.9% | -61.8% | +30.9% | -2.7% |
| All | -30.9% | -62.5% | +31.6% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling