+86.1%
WULF vs LYFT
-1.1%
+87.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +5.0% | +2.3% |
| 7D | +7.6% | -5.5% | +13.1% | +8.6% |
| 30D | -8.6% | +1.5% | -10.1% | -9.1% |
| 3M | -37.0% | +18.4% | -55.4% | -39.3% |
| 6M | +7.4% | +20.8% | -13.4% | +2.0% |
| YTD | +43.7% | -13.7% | +57.4% | +44.6% |
| 1Y | +86.1% | -0.4% | +86.5% | +79.7% |
| All | +86.1% | -1.1% | +87.2% | +79.7% |
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