+86.1%
WULF vs OUST
+33.5%
+52.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.1% |
| 7D | +7.6% | +5.2% | +2.3% | +5.5% |
| 30D | -8.6% | -19.3% | +10.6% | -0.7% |
| 3M | -37.0% | -22.6% | -14.3% | -33.8% |
| 6M | +7.4% | +62.8% | -55.4% | -21.3% |
| YTD | +43.7% | +68.3% | -24.7% | +0.9% |
| 1Y | +86.1% | +28.5% | +57.6% | +39.0% |
| All | +86.1% | +33.5% | +52.6% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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