-22.1%
WULF vs ONON
+8.5%
-30.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.8% | -12.4% | -7.3% |
| 7D | -12.8% | +20.9% | -33.7% | -15.1% |
| 30D | -20.9% | +21.1% | -42.0% | -23.2% |
| 3M | -38.0% | +2.7% | -40.7% | -38.6% |
| 6M | -47.5% | +12.6% | -60.1% | -50.5% |
| YTD | +1.8% | -16.9% | +18.7% | +3.0% |
| 1Y | -22.1% | +6.7% | -28.7% | -27.0% |
| All | -22.1% | +8.5% | -30.5% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 1y: compounded portfolio wealth divided by compounded ONON 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…
1y analysis · Full analysis span regression · 6 months rolling