+337.3%
WULF vs JOBY
-41.4%
+378.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.3% |
| 7D | +1.4% | -5.2% | +6.6% | +3.4% |
| 30D | -2.6% | -19.7% | +17.1% | +5.3% |
| 3M | -34.0% | -31.7% | -2.2% | -24.5% |
| 6M | +10.0% | -37.5% | +47.5% | +29.0% |
| YTD | +45.7% | -51.6% | +97.3% | +86.5% |
| 1Y | +57.3% | -53.3% | +110.6% | +99.7% |
| 3Y | +878.9% | -12.2% | +891.2% | +829.1% |
| 5Y | -28.3% | -31.3% | +3.0% | -39.4% |
| All | +337.3% | -41.4% | +378.7% | +386.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling