-34.4%
WULF vs LYFT
-8.4%
-26.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.8% | -9.0% | -13.3% |
| 7D | -20.9% | +8.7% | -29.7% | -21.5% |
| 30D | -32.7% | +13.2% | -45.9% | -33.6% |
| 3M | -44.2% | +8.3% | -52.5% | -44.8% |
| 6M | -57.1% | +26.6% | -83.7% | -59.2% |
| YTD | -12.3% | -7.9% | -4.4% | -12.7% |
| 1Y | -34.4% | -11.2% | -23.2% | -35.0% |
| All | -34.4% | -8.4% | -26.0% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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