+319.7%
WULF vs OUST
-60.2%
+379.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +10.8% | -2.0% | +5.2% |
| 7D | +13.2% | +36.7% | -23.5% | +1.6% |
| 30D | -10.1% | -3.3% | -6.8% | -9.1% |
| 3M | -27.5% | -11.1% | -16.4% | -24.7% |
| 6M | -47.1% | +53.1% | -100.1% | -56.6% |
| YTD | +7.7% | +78.2% | -70.5% | -16.9% |
| 1Y | -11.2% | +50.0% | -61.2% | -27.2% |
| 3Y | +1,217.0% | +836.2% | +380.9% | +421.6% |
| 5Y | -57.0% | -50.0% | -7.1% | -71.2% |
| All | +319.7% | -60.2% | +379.9% | +194.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling