-24.7%
WULF vs LEN
-11.2%
-13.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.4% |
| 7D | +1.4% | -4.8% | +6.2% | +4.3% |
| 30D | -2.6% | -6.6% | +4.0% | +1.0% |
| 3M | -34.0% | -15.7% | -18.3% | -28.1% |
| 6M | +10.0% | -16.6% | +26.6% | +21.5% |
| YTD | +45.7% | -21.3% | +67.0% | +64.5% |
| 1Y | +57.3% | -42.0% | +99.4% | +115.4% |
| 3Y | +878.9% | -27.9% | +906.9% | +926.9% |
| All | -24.7% | -11.2% | -13.6% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling