+86.1%
WULF vs JHX
+56.2%
+29.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.8% | +0.2% |
| 7D | +7.6% | +1.5% | +6.0% | +6.7% |
| 30D | -8.6% | +7.2% | -15.8% | -12.5% |
| 3M | -37.0% | +29.9% | -66.9% | -47.3% |
| 6M | +7.4% | +35.4% | -28.0% | -13.4% |
| YTD | +43.7% | +46.5% | -2.8% | +11.1% |
| 1Y | +86.1% | +55.5% | +30.6% | +52.0% |
| All | +86.1% | +56.2% | +29.9% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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