+411.1%
WULF vs ON
+185.3%
+225.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.1% |
| 7D | +15.6% | -1.9% | +17.5% | +15.8% |
| 30D | +5.7% | -11.0% | +16.8% | +7.4% |
| 3M | -32.3% | -39.3% | +7.0% | -28.0% |
| 6M | +23.7% | +19.8% | +3.8% | +21.0% |
| YTD | +49.1% | +31.1% | +18.0% | +44.2% |
| 1Y | +66.3% | +46.0% | +20.3% | +58.4% |
| 3Y | +851.7% | -27.5% | +879.2% | +868.4% |
| 5Y | -30.9% | +56.9% | -87.8% | -33.0% |
| 10Y | +86.9% | +591.8% | -504.9% | +67.2% |
| All | +411.1% | +185.3% | +225.8% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling