-24.7%
WULF vs LYFT
-69.9%
+45.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.8% |
| 7D | +1.4% | -8.4% | +9.8% | +5.2% |
| 30D | -2.6% | -7.6% | +5.0% | +0.4% |
| 3M | -34.0% | +11.7% | -45.7% | -38.5% |
| 6M | +10.0% | +15.1% | -5.1% | +0.2% |
| YTD | +45.7% | -20.9% | +66.6% | +55.8% |
| 1Y | +57.3% | -16.4% | +73.7% | +59.4% |
| 3Y | +878.9% | +35.2% | +843.7% | +628.8% |
| All | -24.7% | -69.9% | +45.2% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling