+86.1%
WULF vs LNG
+23.0%
+63.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.9% |
| 7D | +7.6% | +3.4% | +4.1% | +9.1% |
| 30D | -8.6% | +14.9% | -23.5% | -3.3% |
| 3M | -37.0% | +21.4% | -58.4% | -31.1% |
| 6M | +7.4% | +17.8% | -10.4% | +14.3% |
| YTD | +43.7% | +51.3% | -7.6% | +47.6% |
| 1Y | +86.1% | +24.4% | +61.7% | +82.8% |
| All | +86.1% | +23.0% | +63.1% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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