-22.1%
WULF vs LEN
-21.9%
-0.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +7.1% | -13.7% | -7.6% |
| 7D | -12.8% | +10.5% | -23.3% | -15.0% |
| 30D | -20.9% | +24.6% | -45.5% | -26.1% |
| 3M | -38.0% | +6.6% | -44.7% | -39.2% |
| 6M | -47.5% | +10.6% | -58.2% | -49.4% |
| YTD | +1.8% | -8.3% | +10.1% | +1.8% |
| 1Y | -22.1% | -22.5% | +0.5% | -20.6% |
| All | -22.1% | -21.9% | -0.2% | -20.6% |
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