+1,762.4%
WULF vs LOW
+7,148.9%
-5,386.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.0% |
| 7D | +15.6% | -0.6% | +16.2% | +15.7% |
| 30D | +5.7% | -9.3% | +15.0% | +7.0% |
| 3M | -32.3% | -8.1% | -24.2% | -31.8% |
| 6M | +23.7% | -19.8% | +43.4% | +26.9% |
| YTD | +49.1% | -16.4% | +65.5% | +52.2% |
| 1Y | +66.3% | -24.7% | +91.0% | +71.7% |
| 3Y | +851.7% | -8.8% | +860.5% | +863.2% |
| 5Y | -30.9% | +7.8% | -38.7% | -31.1% |
| 10Y | +86.9% | +233.8% | -146.9% | +71.4% |
| All | +1,762.4% | +7,148.9% | -5,386.5% | +1,350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling