+57.3%
WULF vs JOBY
-52.0%
+109.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.0% |
| 7D | +1.4% | -5.2% | +6.6% | +4.4% |
| 30D | -2.6% | -19.7% | +17.1% | +9.3% |
| 3M | -34.0% | -31.7% | -2.2% | -20.0% |
| 6M | +10.0% | -37.5% | +47.5% | +37.1% |
| YTD | +45.7% | -51.6% | +97.3% | +98.0% |
| 1Y | +57.3% | -53.3% | +110.6% | +140.0% |
| All | +57.3% | -52.0% | +109.3% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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