+86.1%
WULF vs LEN
-37.1%
+123.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +2.1% |
| 7D | +7.6% | -3.2% | +10.7% | +8.7% |
| 30D | -8.6% | -4.9% | -3.7% | -7.3% |
| 3M | -37.0% | -8.5% | -28.5% | -35.0% |
| 6M | +7.4% | -20.7% | +28.1% | +13.1% |
| YTD | +43.7% | -17.4% | +61.1% | +48.6% |
| 1Y | +86.1% | -38.2% | +124.4% | +93.6% |
| All | +86.1% | -37.1% | +123.2% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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