+3.2%
WULF vs OUST
+46.4%
-43.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -0.4% |
| 7D | +29.4% | +19.9% | +9.4% | +18.9% |
| 30D | -1.3% | +3.6% | -4.9% | -3.1% |
| 3M | -24.1% | -20.6% | -3.5% | -16.6% |
| 6M | -42.8% | +35.1% | -77.9% | -57.0% |
| YTD | +13.5% | +69.1% | -55.6% | -37.6% |
| 1Y | +3.2% | +49.9% | -46.8% | -35.9% |
| All | +3.2% | +46.4% | -43.2% | -35.9% |
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