-28.6%
WULF vs ONON
-22.6%
-6.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +2.7% |
| 7D | +1.4% | -2.1% | +3.5% | +2.4% |
| 30D | -2.6% | -11.6% | +9.0% | +3.1% |
| 3M | -34.0% | -30.1% | -3.9% | -24.3% |
| 6M | +10.0% | -30.5% | +40.5% | +25.7% |
| YTD | +45.7% | -41.0% | +86.7% | +80.2% |
| 1Y | +57.3% | -36.7% | +94.0% | +83.9% |
| 3Y | +878.9% | -8.6% | +887.6% | +790.2% |
| All | -28.6% | -22.6% | -6.1% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling