+1,762.4%
WULF vs LEN
+3,033.7%
-1,271.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.1% |
| 7D | +15.6% | -3.4% | +19.0% | +15.9% |
| 30D | +5.7% | -5.7% | +11.4% | +6.2% |
| 3M | -32.3% | -12.2% | -20.1% | -31.7% |
| 6M | +23.7% | -18.3% | +42.0% | +25.6% |
| YTD | +49.1% | -20.2% | +69.3% | +51.6% |
| 1Y | +66.3% | -40.1% | +106.4% | +72.6% |
| 3Y | +851.7% | -26.2% | +877.9% | +873.2% |
| 5Y | -30.9% | -9.8% | -21.1% | -30.3% |
| 10Y | +86.9% | +109.1% | -22.2% | +83.8% |
| All | +1,762.4% | +3,033.7% | -1,271.3% | +1,716.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling