+82.7%
WULF vs JHX
+106.3%
-23.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.4% |
| 7D | +1.4% | -6.3% | +7.7% | +3.7% |
| 30D | -2.6% | -7.7% | +5.1% | +0.2% |
| 3M | -34.0% | +19.2% | -53.1% | -38.2% |
| 6M | +10.0% | +38.3% | -28.3% | -1.9% |
| YTD | +45.7% | +37.2% | +8.5% | +30.6% |
| 1Y | +57.3% | +42.3% | +15.1% | +39.4% |
| 3Y | +878.9% | -4.4% | +883.3% | +827.0% |
| 5Y | -28.3% | -26.4% | -1.9% | -34.4% |
| All | +82.7% | +106.3% | -23.6% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling