-15.1%
WULF vs JD
+45.3%
-60.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.1% | +10.2% | +8.7% |
| 7D | +21.9% | -0.8% | +22.7% | +22.1% |
| 30D | +4.6% | -16.0% | +20.6% | +8.9% |
| 3M | -30.9% | -3.2% | -27.8% | -30.7% |
| 6M | +29.9% | +6.1% | +23.8% | +27.6% |
| YTD | +55.4% | -0.1% | +55.6% | +55.0% |
| 1Y | +94.1% | -12.7% | +106.9% | +99.7% |
| 3Y | +892.2% | -6.3% | +898.5% | +884.4% |
| 5Y | -26.7% | -61.3% | +34.6% | -17.9% |
| 10Y | +94.0% | +17.6% | +76.4% | +105.1% |
| All | -15.1% | +45.3% | -60.4% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling