-31.2%
WULF vs ONON
-24.2%
-7.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -0.6% | -5.3% | +4.8% | +2.0% |
| 30D | -3.6% | -13.1% | +9.5% | +2.9% |
| 3M | -30.4% | -29.3% | -1.1% | -20.7% |
| 6M | +12.5% | -34.5% | +47.0% | +32.3% |
| YTD | +40.5% | -42.2% | +82.7% | +75.4% |
| 1Y | +53.0% | -37.3% | +90.3% | +79.6% |
| 3Y | +796.7% | -9.3% | +805.9% | +717.4% |
| All | -31.2% | -24.2% | -7.0% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling