-55.9%
WULF vs JD
-63.0%
+7.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.8% |
| 7D | +11.0% | -4.1% | +15.1% | +12.6% |
| 30D | +9.4% | +4.6% | +4.7% | +7.0% |
| 3M | -22.6% | -4.7% | -17.9% | -21.7% |
| 6M | -45.4% | -17.4% | -28.1% | -42.0% |
| YTD | +9.8% | +0.7% | +9.1% | +8.1% |
| 1Y | +8.0% | -5.9% | +13.9% | +9.3% |
| 3Y | +1,149.5% | +18.9% | +1,130.6% | +1,004.4% |
| All | -55.9% | -63.0% | +7.1% | -34.8% |
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