-20.5%
WULF vs OUST
+28.6%
-49.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +14.0% | -1.2% | +6.1% |
| 7D | -3.1% | +17.0% | -20.1% | -10.5% |
| 30D | -21.0% | -16.5% | -4.5% | -14.5% |
| 3M | -35.5% | -23.7% | -11.8% | -27.6% |
| 6M | -55.8% | +18.4% | -74.2% | -64.8% |
| YTD | -1.0% | +60.8% | -61.8% | -45.0% |
| All | -20.5% | +28.6% | -49.1% | -47.8% |
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