+82.7%
WULF vs LNG
+562.2%
-479.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +1.4% | -4.7% | +6.1% | +2.1% |
| 30D | -2.6% | +3.8% | -6.4% | -3.5% |
| 3M | -34.0% | +16.2% | -50.1% | -36.0% |
| 6M | +10.0% | +11.7% | -1.7% | +6.5% |
| YTD | +45.7% | +44.2% | +1.5% | +33.7% |
| 1Y | +57.3% | +18.6% | +38.8% | +50.0% |
| 3Y | +878.9% | +77.4% | +801.5% | +782.5% |
| 5Y | -28.3% | +232.3% | -260.6% | -39.7% |
| All | +82.7% | +562.2% | -479.5% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling