-22.1%
WULF vs LVS
-31.5%
+9.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.5% | -13.1% | -8.9% |
| 7D | -12.8% | +13.4% | -26.2% | -17.5% |
| 30D | -20.9% | +12.2% | -33.1% | -24.6% |
| 3M | -38.0% | -10.7% | -27.3% | -34.8% |
| 6M | -47.5% | -19.8% | -27.7% | -41.9% |
| YTD | +1.8% | -35.8% | +37.6% | +24.0% |
| 1Y | -22.1% | -31.8% | +9.7% | -10.6% |
| All | -22.1% | -31.5% | +9.5% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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