+505.5%
WULF vs OUST
-61.4%
+566.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.9% | +5.3% | +7.2% |
| 7D | +21.9% | +12.7% | +9.2% | +17.3% |
| 30D | +4.6% | -13.6% | +18.2% | +9.8% |
| 3M | -30.9% | -8.3% | -22.6% | -31.6% |
| 6M | +29.9% | +85.0% | -55.1% | -0.7% |
| YTD | +55.4% | +73.2% | -17.8% | +21.1% |
| 1Y | +94.1% | +32.5% | +61.7% | +60.2% |
| 3Y | +892.2% | +643.8% | +248.4% | +317.8% |
| 5Y | -26.7% | -52.1% | +25.4% | -50.4% |
| All | +505.5% | -61.4% | +566.8% | +328.7% |
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