+878.9%
WULF vs OSCR
+401.8%
+477.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +1.4% | +1.6% | -0.2% | +1.1% |
| 30D | -2.6% | +10.7% | -13.3% | -4.5% |
| 3M | -34.0% | +13.4% | -47.3% | -35.8% |
| 6M | +10.0% | +144.6% | -134.6% | -8.8% |
| YTD | +45.7% | +128.0% | -82.4% | +22.0% |
| 1Y | +57.3% | +68.7% | -11.3% | +36.2% |
| 3Y | +878.9% | +398.8% | +480.2% | +418.1% |
| All | +878.9% | +401.8% | +477.1% | +418.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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