+82.7%
WULF vs O
+54.0%
+28.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | -2.9% | +4.3% | +2.1% |
| 30D | -2.6% | -4.5% | +1.9% | -1.6% |
| 3M | -34.0% | -2.6% | -31.3% | -33.9% |
| 6M | +10.0% | -5.6% | +15.6% | +11.0% |
| YTD | +45.7% | +9.3% | +36.4% | +41.7% |
| 1Y | +57.3% | +4.3% | +53.0% | +54.5% |
| 3Y | +878.9% | +27.4% | +851.5% | +807.3% |
| 5Y | -28.3% | +17.1% | -45.4% | -31.9% |
| All | +82.7% | +54.0% | +28.6% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling