-24.7%
WULF vs LOW
+5.4%
-30.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | +1.4% | -3.7% | +5.1% | +4.1% |
| 30D | -2.6% | -8.9% | +6.2% | +3.7% |
| 3M | -34.0% | -10.4% | -23.6% | -30.3% |
| 6M | +10.0% | -19.4% | +29.4% | +26.8% |
| YTD | +45.7% | -17.1% | +62.8% | +63.3% |
| 1Y | +57.3% | -26.3% | +83.6% | +92.2% |
| 3Y | +878.9% | -9.9% | +888.8% | +877.2% |
| All | -24.7% | +5.4% | -30.1% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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