+878.9%
WULF vs O
+26.7%
+852.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | -2.6% | -4.5% | +1.9% | -1.6% |
| 3M | -34.0% | -2.6% | -31.3% | -34.2% |
| 6M | +10.0% | -5.6% | +15.6% | +11.1% |
| YTD | +45.7% | +9.3% | +36.4% | +38.6% |
| 1Y | +57.3% | +4.3% | +53.0% | +52.1% |
| 3Y | +878.9% | +27.4% | +851.5% | +768.1% |
| All | +878.9% | +26.7% | +852.2% | +768.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling