+12.5%
WULF vs LOW
-20.2%
+32.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.6% |
| 7D | -0.6% | -2.6% | +2.1% | -0.1% |
| 30D | -3.6% | -11.1% | +7.5% | -1.8% |
| 3M | -30.4% | -8.5% | -21.9% | -30.2% |
| 6M | +12.5% | -20.8% | +33.3% | +38.5% |
| All | +12.5% | -20.2% | +32.6% | +38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling