+1,099.9%
WULF vs O
+5,285.6%
-4,185.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.9% |
| 7D | +15.6% | -2.3% | +17.8% | +15.9% |
| 30D | +5.7% | -2.4% | +8.2% | +6.0% |
| 3M | -32.3% | -0.6% | -31.7% | -32.4% |
| 6M | +23.7% | -5.0% | +28.7% | +24.2% |
| YTD | +49.1% | +10.4% | +38.7% | +46.9% |
| 1Y | +66.3% | +6.6% | +59.8% | +64.4% |
| 3Y | +851.7% | +28.4% | +823.3% | +817.4% |
| 5Y | -30.9% | +15.3% | -46.2% | -32.4% |
| 10Y | +86.9% | +55.3% | +31.6% | +77.3% |
| All | +1,099.9% | +5,285.6% | -4,185.7% | +905.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling