+843.9%
WULF vs ON
-29.2%
+873.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.6% | -5.2% |
| 7D | -0.6% | -4.7% | +4.2% | +1.8% |
| 30D | -3.6% | -13.5% | +9.8% | +4.2% |
| 3M | -30.4% | -36.3% | +5.9% | -14.9% |
| 6M | +12.5% | +17.8% | -5.3% | -2.8% |
| YTD | +40.5% | +29.6% | +10.9% | +14.2% |
| 1Y | +53.0% | +45.8% | +7.2% | +14.0% |
| All | +843.9% | -29.2% | +873.1% | +962.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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